My main gripe is trying to run unsigned programs, and having to go into System Preferences every time to approve the first execution. It definitely feels a little ridiculous.
Try right clicking on the .app file/folder and click on "Open" in the context menu, this normally skips the trip to the preferences and offers you the "Open anyway" option
I wish they would release a "pro" or "developer" version of macos, or a mode that shuts this stuff down.
and also replaces the Flat UX horrorshow with something ~Macos Tiger-Snow Leopard
To make it safer they can add LittleSnitch or Lulu like functionality to their built in firewall.