That's probably the anti-virus's default complaint for any unsigned application.
Unfortunately, I can with quite some confidence say that this is not the case. Because I run plenty of unsigned applications (since I am a software developer) and D:OS is the only thing that has ever given me this notice.
Also, this happens not with the "launcher" the beta/alpha had but only after I hit play.
I'm assuming it's because the game hooks into the system in places that the antivirus doesn't like. Quite common for games in my experience. It might be worth checking if there's other Unity based games you have this issue with (if you own any) or whether it's D:OS specific.
If you want to get it sorted you'll have to send the file it complains about to the antivirus company for analysis, probably not worth it until release though.
BTW antivirus programs are very often wrong about these kinds of things, with the increasingly stealthy viruses they become increasingly paranoid with a predictable rise in false positives as a result. (even official Emacs binaries have on a few occasions been marked as "suspect")