This happens when you copy a binary which has been downloaded from the internet in MacOS onto another binary. This is very strange behavior of MacOS, and it happens no other time that I'm aware of. It's related to the protection for downloaded files feature, I think it's meant to prevent a file that has already been approved from being replaced with a file that hasn't been approved yet without going through the usual prompt again.
To resolve this, you should avoid copying the new binary onto an existing binary. Either unzip the new binary directly over the old binary (as the instructions direct) or remove the old binary then copy in the new binary, if you're insistent on using the "copy" operation for whatever reason.
It would be nice if MacOS didn't do this, I don't understand what attacks it solves, and it's very difficult to search and find out that this is what is happening.
I'm looking for a clearer reference about this topic to share with you now, and I can't even find one (and I know about this restriction.)