As a user I actually like Gatekeeper. 95% of the time it's not a problem. the other 5% of the time I have to click a button in my settings to allow unsigned code. But at least it gives me pause to think about the source and if I really trust it (which is mostly offloaded to Apple the other 95% of the time).
Free business idea: get an Apple developer account and then agree to sign code for other people in exchange for a small piece of their income. I'm surprised that doesn't exist yet (or does it?).
The risk is that eventually you sign someone's malware and all of your customers have the certs that signed their apps revoked.
If that isn't already a violation of the developer account ToS, it would be in short order. The dialog is about keeping normal non-technical users (Apple's primary market) from straying away from the App Store where they can collect 30% and analytics. They're not protecting you, they're herding you.