Another workaround to this problem that might be easier is to use Unarchiver to extract the game's zip file instead.
- First download Unarchiver, which is free on the App Store
- Set Unarchiver as your default for opening zip files, which you can do by following this tutorial.
- Download the MacOS file for the game
- If it has worked properly, when opening the game you should get an error about MacOS being unable to verify the developer, which you can get around by two-finger clicking/right clicking on the app and then clicking Open and then Open again from the following warning dialog.
This method doesn't seem to work for Safari for some reason, but there's a workaround for it I can explain in a reply if anyone needs it.