"Firefox" can't be opened because it was not downloaded from the Mac App Store.
Your security preferences allow installation of only apps from the Mac App Store.
Safari downloaded this file today at...
And the user'll either trip over the message and give up in frustration - there will be a class of user who'll visually pattern-match, rather than engage with a meaningful back-and-forth with their computer - or pop into the System Preferences, find Security waiting for them, and off they go.
(Edited for spelling correction, the contextualization at the end, and the note about how overt signs of association affect self-appropriation of names...)