It’s actually down to the border fences that Apple is busy erecting.
Apple now require an app to be “notarized” - i.e. officially approved by them before that app can be granted access to devices like the mic input.
(Basically they’d prefer all apps run on Macs to come from the Apple Store - to give them more control.)
We are busy working on that - in fact I have been QA testing the 2.4.0 Mac alpha - and I confirm that this works properly to access the mic. The wortk to do that has unfortunately thrown up a couple of bugs elsewhere which we are working to fix.
I am confident that it will be fixed for 2.4.0 release currently planned for late Q1 2020.
In the meanwhile the exists this workaround: https://forum.audacityteam.org/t/audacity-2-3-3-under-macos-10-15-catalina/54279/1
WC