The message "...can't be opened because it is from an unidentified developer" first appeared in Mac OS 10.15 as part of their security process for software installed outside the App Store. This JMP Note explains how handle this issue following Apple's documentation.
To allow JMP to install, you will need to follow Apple’s process.
To do this, open System Preferences (Apple menu > System Preferences) and select Security & Privacy. On the General tab, you will see a message near the bottom of the window stating that “JMP was blocked from use because it is not from an identified developer”.
Next to this message will be a button, “Open Anyway”. Click that button.
You will be asked one more time to confirm your request.
Click Open and the JMP installation process should begin immediately.
If you still need assistance, you can search the JMP User Community or request assistance from JMP Technical Support.
[Previously JMP Note 65131]