Actually worse - you don’t do it in the system settings anymore. You have to run a terminal command to dequarantine it. On windows you just have to click see more and accept the risk (or similar). Mac made it way more painful with no prompt to even show you how to do it - and it sort of acts like the app is broken rather than telling you it’s even a security protection.

It's extra fun when you've inserted a 30 year old install CD and Defender gets all up in arms because the developer/distributor dared to not register their signing key with Windows defender in 1998

Nah I use both pretty regularly and I'm fairly sure macOS still makes you do the "nope sorry, press ok, go into system settings, security panel, become admin and click trust this unknown publisher" thing

Just like I have to go into windows defender settings and add exclusions (trust) to anything it deems suspicious

It's been a year since I had to support Apple devices, but IIRC if you hold command, right click, and choose Run, it should add the executable to the trusted apps list.