The Desktop App is a cross-platform Java application (Windows, Mac OS) and uses a general developer certificate that applies to multiple platforms, not just Apple. Gatekeeper,  a security feature starting in Mac OS 10.8 will warn/prevent Desktop App installation based on some settings. You can find Gatekeeper settings in System Preferences > Security & Privacy […]

When using the Desktop App on a Mac, if you select folders or files to download, and want the destination to be a USB-connected or networked drive: In the Select Destination Folder Dialog Switch to Macintosh HD Open Volumes USB drives and devices as well as network locations will be shown