Can't unblock App in Security & Privacy

Hey. I was trying to install Little Snitch or Radio Silence - both failed.
After installing, I get the dialog from that app (doesn't matter if it's LS or RS) asking to open Security & Privacy Preferences and "Allow" this app. After opening S&P window, there is standard information "[Something] was blocked from loading." and button "Allow". But when I click that button, nothing happens - I can click that 10 times and just nothing - it's not disappearing (as it was in Sierra), app won't start, ... Any ideas?

PS: yes, I have restarted computer, reinstalling apps, etc. High Sierra was installed from scratch - clean install, not update.