Simple solution. When you get that error message click on the "Show in Finder" button. This should open a Finder window with the application visible. Control-click (right-click) on the application to get the contextual menu and choose "Open". You will be presented with a slightly different dialog box that gives you the option to open the application. Click on the "Open" button. This will allow the application to run, and it is remembered, so you should be good to go. I just did this on 10.15.2 with no surprises. Now if I actually had an X32 here in the studio I use the application to set up live performances for some folks who occasionally run into a venue that has an X32 for them to use.