I don't think it's that big of a deal. You can still right-click to open the unsigned app and let it run, which to me is a better option than setting the option

I don't think it's that big of a deal. You can still right-click to open the unsigned app and let it run, which to me is a better option than setting the option to Anywhere as I still want to see the prompt for unsigned apps. In addition, the release notes mentioned there is a bug related to this suggesting they do not intend to disable this function.