DNG downloaded from my xperia are insecure?

I could open the files fine this morning, but now – the exact same files gives me this dialog box:

"Apple could not verify “Filename.DNG” is free of malware that may harm your Mac or compromise your privacy."

Giving me the option to throw it away or say "ok". If I go in to security preferences and verify it with my password, it opens - but it's tedious if it's more than one...

Funky.