macOS didn't flag it as an untrusted app, so I couldn't allow in that way. I used this command in the terminal to remove the "damaged" flag from the app:
"xattr -cr /path/to/application.app"
After that, I was able to open the game, but as soon as I click "Start" the app crashes.
I assume this means the game doesn't work on macOS (at least not the most recent version).