Apple has been getting a bit carried away with limiting what users can run on their Macs. This is under the guise of security. This is due to the operating system setting a quarantine bit on downloads from random websites. When you launch the app it will report that there is a security problem with the download and will offer to let you move the application to the trash.
Don't do that. Do this:
xattr -d com.apple.quarantine <filename>
Example:
xattr -d com.apple.quarantine /Applications/FreeTube.app
This will clear the quarantine bit and allow you to launch the application.
Another option will restore the missing option "Anywhere" in System Settings->Privacy and Security->Allow applications from
:
sudo spctl --master-disable
The opposite
sudo spctl --master-enable
Will remove the "Anywhere" option again.
I've read in some places that the disable option will be reset after a few days. I am not sure if this is true or not.
Both of these currently work as of macOS Sequoia 15.3.1.