MacOS 15.1 and later won’t open the Desktop App unless you go to System Settings…Privacy & Security and click “Open Anyway”.

After download when opened MacOS warns the app is not from the App Store
Choose System Settings and then Privacy and Security to see a list of unopened apps (this example also includes an app from Epson). Click “Open Anyway”
Click “Open Anyway” and follow the prompts. You will be asked to enter your Mac password