App Lockout in Permissive Security?

Hi Apple community,

I am a novice Mac user who would love to find a way around what seems like an auto-security feature in Big Sur... This error (below).

I am currently using a script that requires that my Security Policy be set to Permissive. However, it drives me crazy that some apps I download from the App Store (not all weirdly) give me this Security error when I try to open them. Is there a way for me to bypass this error to be able to open my apps (without changing from Permissive Security?)

Thank you!