There is a hidden "third option" to allow apps from any developer, but exposing that option is a bad idea. It's better to approve each app that isn't properly signed by using the steps posted by dialabrain.
If you really want to expose the third option, first take a quick read on Gatekeeper and what it does. Choosing the hidden third option, and allowing apps from all developers to run, will disable Gatekeeper and make your Mac considerably less secure.
If you really want to disable Gatekeeper and allow all apps to run without authorization, run this command in Terminal while logged in as an admin user (assuming macOS Monterey): sudo spctl --global-disable
To re-enable Gatekeeper (strongly recommended), run this command instead: sudo spctl --global-enable