Alright I just fired up my Mac to try and help you figure this out. I downloaded the game and got the same problem. What kind of mac do you have? When i look at the file info of helltaker, it says it is an "Application (Intel)" which makes me think it may not run on apple silicon chips such as M1, M2, etc. is that the kind of mac you have? If you don't know, go up in your left corner, click the apple, and his "About this Mac". If it says anything other than Apple Intel, it's possible that the application can't be run because it was designed specifically for Macs that run Intel processors.
I'm a PC guy, and just happen to have a mac to try to help you troubleshoot on, so hopefully I'm wrong and someone else can chime in and help, but from what I'm seeing it looks like it was designed for the architecture of Intel processors only. I also see in the project files that it was made with Unity, so maybe Unity doesn't support export to apple chips, or maybe the developer needs to create a different distributable to be run on Mac's with the apple chips.
The above link says Unity ended support for these apple chips, but it may have just been the M1, as the M2 and i think M3 are also available now.
Sorry, I wish I had better news but it looks like Unity builds a file type that only runs on Intel Macs.
If your Mac is Intel based and it still doesn't work, I'm not too sure