Does gatekeeper not check apps stored in /Applications/?
If I remember correctly executables are only checked by Gatekeeper if they have the quarantine filesystem attribute attached. And the quarantine filesystem attribute is (optionally) added by applications which download files from the internet.
So if Gatekeeper is not checking files it could be because the quarantine attribute has already been removed (after a successful check) or because they were downloading using an application that doesn't apply them in the first place (for example I think some torrent applications don't apply them, whereas most if not all web browsers do).
For example I just downloaded Firefox using the Safari web browser so if I run ls -l@ Firefox\ 54.0.1.dmg
to show any attached file system attributes I get the following, which includes the quarantine tag...
-rw-r--r--@ 1 alistair staff 59438170 7 Jul 00:23 Firefox 54.0.1.dmg
com.apple.metadata:kMDItemDownloadedDate 53
com.apple.metadata:kMDItemWhereFroms 203
com.apple.quarantine 61
This is why you see people suggesting removing the quarantine tag as a way to get around the Gatekeeper security prompts.