I use Homebrew constantly and have never seen such a thing in my life, in any version of macOS/OSX over the past several years. Not in building from source, not in casks.

Like another commenter the only security change I have is "Allow apps downloaded from" set to "App store and identified developers" -- which I'd assume virtually every Mac user on HN has also set.

Perhaps you have some kind of unusual configuration? Or there's some very specific subcategory of Homebrew packages that encounter this problem?