The Daedalus.app program accesses the following paths:
Daedalus.app creates system level folders, like in Library and private that need more rights than a normal user has.
It really comes down to trust - do you trust the app you are installing?
I applaud you for taking the cautionary approach on installing software!
The screenshot below shows the CA, if you click on the lock in the upper right when installing Daedalus.
I suppose eventually they could pay apple to allow them to host their app, which would install without a password prompt but the same issue remains do you trust the app even if it is on Apple Pay to play App Store?
You might consider grabbing this trial Tracker app and learning a little more, seeing that you get it already I think you will appreciate it. Look for the download link that says “Download your Xfile Test Drive for macOS (10.4-10.13) here.”
Trust is earned after all.