There appears to be a bug in Big Sur where despite setting up all your security correctly to open an app downloaded from the internet it will continue to issue "You do not have permission to open this application" - seemingly for no reason at all.
This is despite doing all the actions in this video that will normally get you up and running:
https://youtu.be/RWOYNDd5cNo
The fix for this was found in this thread as this problem is affecting many many applications: https://developer.apple.com/forums/thread/666611
The fix that works for the launcher.app is as follows:
open terminal.
enter sudo chmod -R 755
then drag and drop the application you are trying to open into terminal window (in this case the launcher.app)
click enter
then enter your password
Please ensure you put a space after the -R 755 above before you do the drag of the application into terminal as otherwise the command will fail.
Note: right clicking the launcher.app and selecting "open" from the context menu will bypass many errors like "application is not from a verified developer" etc.