Blank Box After Installing Apps?

I'm currently trying to install Steam on my computer and when I finished installation and clicked the app to open it, I get this box:

This has also happened after trying to install Zoom and opening it.

Not sure what to do here or what causes this error. When this box appears I press "Done" and the app still doesn't open or do anything. There doesn't seem to be a way to get around it and get the app open when this box appears.

Does anyone know how to fix this issue? It is rather annoying!

Thanks so much for your help in advance. 🙏

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I am running a MacBook Air 15" M3 2024

MacOS Sequoia Version 15.2