Error ""Tableau Desktop.pkg" can't be opened because Apple cannot check it for malicious software" Installing on macOS Catalina 10.15

Issue

When installing any Tableau product on macOS Catalina 10.15, an error similar to the following occurs:

"Tableau Desktop.pkg" can't be opened because Apple cannot check it for malicious software. This software needs to be updated. Contact the developer for more information."

Environment

macOS Catalina 10.15
Tableau Desktop 2019.2.1, 2019.1.5, 2018.3.8, 2018.2.11, 2018.1.14, 10.5.17, 10.4.18, 10.3.22, 10.2.22 and newer versions
Tableau Prep Builder 2019.2.2 and 2019.2.3
Tableau Reader and Tableau Public versions released after June 1, 2019

Resolution

Option 1: Upgrade to Tableau Desktop 2019.3, Tableau Prep 2019.3.1 or later versions.

The issue has been corrected in Tableau Desktop 2019.3 and Tableau Prep Builder 2019.3.1 and later versions.

Option 2: As a user with admin rights, allow the software permission to run.

Attempt to install the desired Tableau product.
Click OK to dismiss the error.
Navigate to System Preferences > Security & Privacy > General tab.
In the bottom part of the dialog, you will see a message similar to the following:
"Tableau Desktop.pkg" was blocked from use because it is not from an identified developer.
Click the Open Anyway button. (If the Open Anyway button is not displayed, be sure to click OK on the dialog from step 2.)
The installer will launch again and display the same warning message as before.
Now there will be an Open button and a Cancel button.
Click Open and the install will proceed.

Cause

This behavior is related to a known issue with ID 946418 which is currently under investigation.
Apple has increased security requirements for software to install on macOS Catalina 10.15.