I suspect they're referring to changes to Gatekeeper in recent macOS versions: https://arstechnica.com/gadgets/2024/08/macos-15-sequoia-mak...

It used to be that you could run any third-party application you downloaded. And then for a while you'd have to right-click and select Open the first time you ran an application you'd downloaded, and then click through a confirmation prompt. And macOS 15, you have to attempt to open the application, be told it is unsafe, and then manually approve it via system settings.

That's just your extremely limited experience (2 stores): homebrew runs a special command clearing up a bit so you don't get that notification, which does exist if yout download apps directly