Updating to 3.0.2 from 2.4.5 gives me the above response. I’ve tried switching the settings in Security & Privacy to allow opening apps from Anywhere - but it still gives me the same response.
Reverting back to 2.4.5 and the app opens without issue.
This seems to happen when the ZIP is extracted using 3rd Party Applications. Please use the default Archive Utility and the App should work just fine.
Alternatively, you could just run this command in Terminal
sudo xattr -rd com.apple.quarantine
In this case, please replace with the actual path. Dragging and dropping the Local by Flywheel.app onto the Terminal window will put the path in automatically.