If you receive an error message "Apple can't check it for malicious software" during the Lightroom plugin installation on a macOS, please do the following.
 
On macOS 12 Monterey or earlier:
  1. Go to System Preferences --> Security & Privacy --> General Tab
  2. Look at the bottom of the page. There should be a message indicating that JPEGmini was blocked
  3. Click "Allow Anyway"
  4. Restart Lightroom app
  5. If the warning prompt reappears, click the Open button. 
On macOS 13 Ventura:
  1. Go to System Preferences --> Privacy & Security
  2. Scroll down to the Security section. There should be a message indicating that JPEGmini was blocked
  3. Click "Open Anyway"
  4. Restart Lightroom app
  5. If the warning prompt reappears, click the "Open" button.