You can do this on an app basis.

right-clic on the app, select open in the contextual menu and voilà. 
I don’t know why Deezer still has this issue after so many months…

a brand new app (and website) are coming sometimes. 

Yes, but if their developers didn't care about this issue at all for this period ( several months), how much do they care about security at all? This seems wrong and is a red flag, actually. Someone can hack it and upload an infected file, and it will be easy because it's just how it generally works. Amateurs. For an official app, this is unacceptable. 

I have the same problem since I got a new hard drive installed in my MacBook Pro running Catalina 10-15-7.It was working perfect before now it will not work at all what is going on.

This issue has been posted here before. Check out the answers here. I do hope that this will fix your issue.

Sorry, this doesn’t help on 5.30.660 It still won’t open.

Hi @Splash I’ve been told that the root cause has been found, and it should be fixed in the next app release in 1-2 weeks.
Some users mentioned they were able to fix it following these from apple support page: https://support.apple.com/en-gb/guide/mac-help/mchleab3a043/mac
Thanks for your patience and apologies for the inconvenience.

I have had so many problems with the app. I even downloaded the so-called fix by bypassing the Apple security and it now worst than ever. After playing one song the app goes blank. You have to shut it down and start again and the same thing happens.

I have now moved to Spotify and I have no problems I am going to give Deezer a miss after all the years I have been on the site it was good while it lasted good bye Deezer.

Yours 

William Mullane.

Hi @Jaime. 

Will the next release be the big reworked app that was announced more than a year ago (there: see below)?

We haven’t heard of it anymore.