So the main issue is a basic permissions thing. After copying "Game" to your Applications directory, open Terminal and run:
chmod +x /Applications/Game.app/Contents/MacOS/nwjs
Then try opening it again. You'll get the typical security scare window, which you can bypass by going into system settings -> Privacy & Security -> scroll most of the way down and click "Open Anyway". You might need to try opening it again for it to actually open.
The issue I have with this release is after that, the game is hard-crashing with "PC register does not match crashing frame (0x0 vs 0x11CAAAE70)." Methinks it's the same as folks having issues initializing the graphics on other systems.