I filed a bug report with Apple. Let's see what they say about this. IMO you are right, there should at least be e.g. a message popping up in the macOS notification centre that a manual "allow" confirmation is required from the macOS security preferences.
I actually stumbled over this issue again after upgrading to macOS Mojave. The RME drivers were working fine before. I first thought the RME drivers were not compatible with Mojave, but after a while I remembered this security "Allow" issue and found out that I had to confirm this indeed again in the macOS preferences. So now it works again.
However on the other hand I also must add that Totalmix could also just show a popup when being launched, saying "No RME device found. Please check 'System Preferences' -> 'Security' ... " etc. Because the point is, after the Mojave upgrade I did not have to "accept" the Totalmix app, only the RME driver, Totalmix launched and it could have detected this issue by itself and inform the user. Instead I just got an unresponsive broken Totalmix window appearing on the screen after the Mojave ugprade.