It’s not “a big deal” if the user knows about, but the phrasing in macOS is maliciously bad - I sent a build from my machine to a coworker and when they “naively” ran it, the pop up that came up didn’t say “this program is unsigned” it said “this program is damaged and will now be deleted” (I don’t remember the exact phrasing but it made it sound like a virus or damaged download, not like an unsigned program).