Can I open files from unknown "developers" and still forbid applications from unknown developers? I'm trying to open a .txt file in Sublime Text 3, but macOS won't let me because it says it's from an unknown "developer". I can totally understand this warning when it comes to applications, but I don't think it's warranted when it's just a text file.

Can I somehow make it possible to open text files from the internet without making it possible to run applications downloaded from untrusted sources?
This method lets you allow a single file to be opened.
 1. Find the file in finder.
 2. Press ctrl.
 3. Click on the file.
 4. Click "Open".
 5. Click OK in the Prompt.    

Be aware this will disable the security checks of the file, maybe the file contains malware