This made me think of a potential workaround that would have a better UI: create a directory (maybe named 'Trust Zone'), and have it watched by something like automator. As soon as you move a file in there, it reacts and remove the quarantine bit on that file.
The enrollment app on Mac OS feels like a second citizen. I think Apple is slowly giving up on ensuring the experience on its own Mac apps is working as well as on iOS. I hope to be corrected now that the Macbook Neo is more popular, but I won't be holding my breath.