Hi Nantwein. I got that message when I used the update installation file under macOS Catalina. Here's the solution...

From Apple's Support site:

In macOS Catalina and macOS Mojave, when an app fails to install because it hasn’t been notarized or is from an unidentified developer, it will appear in System Preferences > Security & Privacy, under the General tab. Click Open Anyway to confirm your intent to open or install the app.

The warning prompt reappears, and you can click Open.*

The app is now saved as an exception to your security settings, and you can open it in the future by double-clicking it, just as you can any authorized app.

Hope this helps!

Lee