Q: Why doesn’t the installer for Data Loader on the Mac install automatically?

A: Nerd cred, I guess. It’s more badass to have to do manual things.

Anyway, if you’re on a Mac and you

1. downloaded the latest installer from this site,
2. double-clicked the downloaded Zip file with a name like dataloader_v62.0.2,
3. opened the folder with a name like dataloader_v62.0.2,
4. double-clicked the file named something like install.command, and
5. got the error below. . .

. . . here’s what you should do:

1] control-click the folder with a name like dataloader_v62.0.2,
2] select “New Terminal at Folder” from the drop-down menu

3] copy the command below, paste it into the Terminal window, and press Return:

xattr -d com.apple.quarantine install.command

. . . and that should do it! The file named install.command has been unquarantined and should now run without further complaint.

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props to this StackExchange post and this old Macworld forum post