Error: Cannot update while running on a read-only volume. The application is on a read-only volume. Please move the application and try again. If you're on macOS Sierra or later, you'll need to move the application out of the Downloads directory. See https://github.com/Squirrel/Squirrel.Mac/issues/182 for more information.
That's expected behavior when Pulse run without extraction. It can't update itself, that's why this warning is displayed. Anyway, you can ignore this message if you prefer to use it without extracting.
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OS: macOS 10.15