The reason why it says that the application could be a threat is because he hasn't paid the developer fee. After purchasing the engine, either on steam or their website, there is a optional developer fee that you could pay. I guess it's there so they can make a little extra money but it doesn't make sense why they have it in the first place. The engine is expensive enough. But there is why.
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I see, but that's kind of an ass move on their part, though.
As a small side note, I happened to remember it was an open source. I've never been so wrong in my life. 80€ for the base plus 100€ for the iOS exporter + 70€ for the Android exporter and 45€ for the Mac exporter is a pretty prohibitive price.