"Security Settings prevented XYZ Software from Loading" windows has not option to close

I am trying to install a software for a graphical tablet called Wacom. On restarting my laptop after installing its device drivers, I see a warning on my desktop saying "Security Settings prevented Wacom System Software from Loading". The only action possible is to click 'try again'. There is no option to close the window. Why has it hijacked my screen and how can I close it? OS: Big Sur 11.0.1