I just tried on my MacBook Air with latest Big Sur. Installed with no problem.
Double check your security settings.
It shouldn't matter, but I downloaded my installer from the 1D X Mark III support site.
Thanks for the reply. To clarify, you have been able to download and install the Catalina version on a MacBook that is running Big Sur? Or you found a Big Sur version?
I can get to the point where I can double-click on GLU103M.app. I get a message that it is extracting files and then rather than getting onscreen instructions as the download website says, everything just disappears and there are no extracted files.