Some more information on this case: I found out that since macOS Sequoia, you cannot bypass the Gatekeeper using right-click and "Open" anymore.
To get rid of such problems, I plan to do the following changes for some future versions of Rocks'n'Diamonds (not necessarily for the very next version): I may finally give up and pay those 99 dollars per year to Apple to be able to code-sign my self-compiled software, and then to "notarize" that software to tell Apple that this is no malware. In my opinion, this is totally crazy (that I have to pay a lot of money to be able to give my software for free to others), but apparently this is the future of free and open source software.
The other thing I might change is moving all private R'n'D data (like settings, self-created levels, tapes, local scores etc.) from the "Documents" directory to the "official" application data directory (which is a hidden directory somewhere in your home directory). This should prevent that dialog to allow the game access to your "Documents" directory. But this will be a bit more tricky, because already existing R'n'D program data should neither be lost, nor should the user have to copy it manually to a location most people won't be able to find.
All these changes will most probably also be needed for the Windows version, which has the same "problems". And probably also the Android platform... Only the Linux version still seems to work as one would expect ... at least for now.