How to get rid of "application downloaded from the internet" message when installing homebrew casks?
Wohoo! I just realized that there is apparently now a built-in solution to the problem! Homebrew offers a --no-quarantine flag. That means one can now install casks without the annoying message, by using
brew install --no-quarantine calibre

or
brew reinstall --no-quarantine calibre

Update: There is currently a bug in Homebrew that prevents the latter command (reinstall) from working.