I've noticed that if I download a game from itch.io directly, it'll usually be locked out because of GateKeeper or the Windows equivalent. However, if it's downloaded via the itch app, it launches no problem. What fancy mojo makes this happen?

And, because most people download the game directly from the site rather than via the app, all my friends get warnings about the game being unsigned, and many of them aren't tech-savvy enough to get past this (because of course the warnings are scary and hard to bypass). So I feel that it's necessary to get a macOS and Windows signing key, both of which seem to be fairly onerous (and expensive!) processes. How do other developers generally handle this?