"FileName" is damaged and can't be opened. You should move it to the bin" when opening files from Finder
Solution 1:
Apparently the document has a quarantine flag. You can verify the same by running the following command in the Terminal.app:
xattr <path_to_the_document>
which should display the following:
com.apple.quarantine
To remove the quarantine flag from a document you trust is coming from a reliable source, run the following command:
xattr -r -d com.apple.quarantine <path_to_the_document>
The Terminal.app would ask you to enter your admin/login password. You can verify that the flag is removed by re-running the former command mentioned above.