macOS Catalina performs additional steps for plugin binaries that have been downloaded. They now also need to be code signed and "notarized", which they aren't.
Since macOS does that check only on "downloaded" content, and macOS flags "downloaded" content by setting an extended file attribute "com.apple.quarantine", you can remove that attribute from the files to get rid of the check.
Open Terminal.app and enter the following to get an overview of what attributes your files in the plugins folder of X-Plane have:
xattr -rl "/path/to/your/X-Plane 11/Resources/plugins"
And to get rid of the quarantine flag for all plugin files:
xattr -rd com.apple.quarantine "/path/to/your/X-Plane 11/Resources/plugins"
(change the "/path/to/your/X-Plane 11" to the appropriate thing for your X-Plane installation)
If you have airplanes that add functionality via binaries you might need to run this command in your aircraft folder as well.