I downloaded it from the node.js site directly, on an older macbookpro (10.8.5). I don't remember ever getting this message before from downloads.
I was going to email them about it, it might be something simple I am missing. Or this computer is too old (I can't download the latest xcode at this point, my computer is too old). Is it actually "safe"?
Maybe they don't have a certificate for the installer :)