Apple won't allow installation on my iMac – ThinPrint Cloud Printer – Print directly via WiFi / WLAN or via cloud to any printer Review

Why on earth does Apple have an app in the App Store that the OS will not allow to be installed? I keep getting the message that the dmg cannot be run because it is from an unknown developer. Don't know if it is useful because I can't use it!
Review by Bush444 on ThinPrint Cloud Printer – Print directly via WiFi / WLAN or via cloud to any printer.