When applications are in “quarantine” on OSX after being downloaded, they are run in a kind of sandbox; they’re “translocated”. You don’t really see this, but weird things then happen. For instance, Little Snitch won’t let you create “forever” rules on the fly, claiming your app isn’t in “/Applications”, which it clearly is if you check in Finder.
The problem is that the extended quarantine attribute is set, and needs to be reset (at least if you trust the application). Too bad Apple didn’t provide a GUI way of doing that, so here goes the magic incantation (assuming WebStorm is the problem in the example):
First check if the attribute is set:
xattr /Applications/Webstorm.app/
com.apple.quarantine
Then if you see that it is, reset it:
xattr -d com.apple.quarantine /Applications/Webstorm.app/
…and there you go. Life is good again.