It's to do with Privacy: Gatekeeper performs online checks to verify if an app contains known malware and whether the developer's signing certificate is revoke

It's to do with Privacy: Gatekeeper performs online checks to verify if an app contains known malware and whether the developer's signing certificate is revoked. Gatekeeper, file quarantine etc. are security features also designed for data collection to learn about the files and applications you have in your computer (built in anti-malware on macOS and Windows provide them a perfect excuse to harvest all your file name and file hashes to know more about you). When automatic update is enabled macOS phones Apple periodically, leaking info like your geolocation and network etc.