While working on Morfosi, my team noticed that if you build a Unity game on a Windows laptop, it would show the warning op posted without the option to open it on macOS Catalina. However, if the very same game was built on a Macbook, it would display the warning that the app developer is not being recognized and offers the option to run it anyways. The 32-bit support issue is totally a possiblity, but in our case it seemed like a new security feature of Catalina.