@MadDogTannen good questions deserve good answers, especially when it is about security.
So what i guess happened here:
You download it, it's unsigned and therefore some virusscanners just say its unsafe. It's not that the file is unsafe (your -based-on-signature-files-to-match-anti-virusscanner is just not smart enough to know the difference (unlike heimdal or sentinelone ) and its easy to say "unsafe"
What singing does: it does make sure that the file is not altered during transfer (or altered during store or download or on your computer after download.
sadly, anyone can sign a file, so... signing alone is not enough.
A signature alone It still doesn't guarantee its safe, for that an extra step is needed, when a developer like Dynamight Studios use a valid key, then a developer can sign the software that they made and you can validate against a source you trust to see if the file is actually the file that Dynamight Studios Srl has created. As soon as something is altered, the key won't validate (against the dynamight key) and then the file is considered malicious.
signing software can be done by anybody, so also by hackers. (its really simple if you have a GIT account or when you use PowerShell. https://docs.microsoft.com/en-us/powershell/module/microsoft.powershell.security/set-authenticodesignature?view=powershell-7
This whole principle is based on trusted parties. We trust the bank, but only because the bank has federal stuff. We trust microsoft (yeah i know) and because of that, we have a bunch of trusted certificates already built-in in our windows computers. (microsoft has a very good understanding of security, is unlike AWS -and now the flamewar starts- standing up for customers rights (they have a huge amount of lawyers to prevent abuse -easy access by the government etc.)
There is much more of that, and there are literal hundreds of books about security and it would be out-of-place to write about it here.)
Still. i think this might give you some insight into what it actually means, why it happens and what you could do about/with it. (ask yourself: why trust a certain brand of antivirus?)
have fun!