Hello,
The mac releases have not been signed with an apple developer certificate. I don’t have a sonoma device to test with, but:
You should be able to either: Right click (or control-click) the app in finder and choose ‘open’, and then ‘open’ in the dialog prompt
Or (as I think you’re referencing)
You can install the application through the itch.io app, which also makes it easier to update.