It's somewhat bizarre to me for this to impact "casks" but not "bottles". Bottles are all ad-hoc signed and presumably have the quarantine attribute removed manually since I do not see Gatekeeper warnings for bottles I install via Homebrew.

Downloaded files that are not executable or contains any executables in their archives don’t receive the quarantine bit. Non-quarantined executables don’t even require the ad-hoc signing as far as I know. It’s there to prevent lateral movement of executables: not to allow it to run on your computer, but to prevent it from running on someone else’s.