None of my OS X apps are signed either and honestly it is because you have to pay Apple $100 every year to be able to sign them. As a student I have quite a lot of free time to work on Open Source applications but $100 every 12 months is still quite a lot of money for a hobby where I give away the fruits of my work for free.

(Or at least I can't find out how to sign it without paying)

It is not about no bothering with security settings. I would rather pay something, and have it signed. I will not run it --even if free-- if not.

That's a pretty silly tact to take. Especially since being signed doesn't mean "not malicious'