This is a known problem, where the Adobe installation file can be blocked on macOS.

An exception for Adobe must be set up. To do this you should choose the Apple menu, then "System Settings", click "Privacy & Security"  in the sidebar, then go to "Security". (You may need to scroll down to find the app.) Once you have set up the exception, Adobe can be installed normally.

Information about this process can be found in the Apple manuals.