override "App cannot be opened because the developer cannot be verified."

Hello everyone

I'm attempting to install the intel distribution for python from these instructions: https://software.intel.com/content/dam/develop/external/us/en/documents/2020_Python_Release%20Notes%20Intel(R)%20Distribution%20for%20Python%20-%20Update%202.pdf

I run the command bash setup_intel_python.sh in Terminal and I get the error message: "App cannot opened because the developer cannot be verified. macOS cannot verify that this app is free from malware." I attempt to override this setting by selecting "Allow Anyway" in system preferences => security & privacy, and it seems to work. I open the file from Finder and am asked if I'm sure I want to open the app. However, when I run the terminal command again I get the same message preventing me from opening the app. Any idea why the override is unsuccessful?