I only get my apps from brew or Mac app store. Every time a cask is updated I am met with 'Application' is downloaded from the internet open warning.
I have tried disabling gatekeeper
sudo spctl --master-disable
and turning off quarantine
defaults write com.apple.LaunchServices LSQuarantine -bool NO
and even adding exceptions
spctl --add
Nothing works, can I assume it is impossible to stop this on macOS Catalina