Apple's security requirements are all good and well, but it is quite cumbersome to satisfy all of them, so we gave up on that.
You'll have to jump through an extra hoop to install Bendyroad software.
Open the downloaded files folder in Finder.
Right-click on brainbuilder-[version].pkg, and choose menu item Open with [Installer].
At this point, a warning pops up.
Click on [Open]