The Mac app is damaged :(
It isn't, but you need permissions to run third party apps. Take a look at this: https://www.tekrevue.com/tip/gatekeeper-macos-sierra/
As I said, you need third-party apps permissions. Please, take a look at the link I gave you. Or this one, as it is updated (but it is the same thing): https://www.geekrar.com/how-to-allow-third-party-apps-install-on-macos-catalina/
I use a Mac too, and that's a common thing about downloaded games.