Cannot run kangaroo app on macOS 15.4.1

[jost-s]

Whether with the zipped executable or with the .dmg package, I cannot execute a Kangaroo app on my macOS machine due to security restrictions. The dialog I when starting the Kangaroo app is

I'm used to seeing then an option in the Privacy & Security tab of the System Preferences, that let's me open the app anyway, but that doesn't happen with the Kangaroo app.