Finder Keeps Asking for Password for Newly Installed App

I am attempting to access a newly installed app and Finder keeps asking me to enter my password to allow the app to make changes as the app. I expected this step because the app installs in the system directory but when I put in the correct password, it just opens the same application again in another window and asks for the password again and the window that I just entered the password in closes.

The app is Nmap. I have attempted updating my computer and deleting and redownloading the app but it neither step has worked.