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For the purposes of recording some additional instructions in a semi-permanent place (since the Wiki seems to be deemphasized as a location for such instructions), here are some instructions combining Samuel's answer, some on Google groups (https://groups.google.com/forum/#!topic/sage-support/lpttXB8cjBY/discussion), and a writeup kindly provided by sarah-marie belcastro. DO NOT UPVOTE.

To run Sage binaries on Mac OS 10.15 (Catalina) and above, extra steps may be necessary. Here are some possibilities; see the other answers on this post for much more detail and other, perhaps better, possibilities.

• Most of this will require a small amount of Terminal access, and assumes you have installed Sage in /Applications/SageMath-9.0 (or whatever version you have), but have not run it yet.

• First, to re-enable your Mac to allow applications unknown to Apple on a case-by-case basis, run this command. You will need to have superuser abilities (but don't log in as root, if you know what that is):

  sudo spctl --master-disable

• Go to System Preferences->Security->Privacy to allow this application to run. You will want to Grant Full Disk Access in addition to allowing it to run.

• Launch Sage from the command line in the executable's installed directory. In a Terminal window, run the following for Sage to rewrite all paths to match their location on your computer (and then open a Jupyter window):

  cd /Applications/SageMath-9.0.app

  ./sage -n

• When you see the Jupyter tab in your default browser (probably Safari), click the Quit button. This will stop the Jupyter Server, but that's ok.

• Launch Sage using Applications->SageMath-9.0.