PixInsight 1.8.7 (and 1.8.6) should work without problems on macOS 10.15. Our installation packages have been notarized by Apple, so this should not be an issue.
However, we still cannot install 10.15 on our development machines, as doing so would invalidate our current development system on macOS, so we cannot test it yet. If you decide to update, please let us know how it goes.