macOS 10.15 Catalina requires binaries are notarized to run without annoying additional steps. See the issue here: hashicorp/terraform#23033
These are steps to notarize a direct binary. This does not cover stapling, installers (pkg), etc. This is primarily useful for static binary developers such as Go developers.
You first need an Apple Developer Account ($99/year). You need to accept all the agreements and stuff.