Same thing for me. Tried downloading from Edge (ew) and extracting with WinRAR instead of just windows cause I'd seen some google things about that. Nothing's working. The game opens, but it's not playable without the GUI.pkg file, I assume.
Have either of you tried downloading via the Itch app yet? Though, the zips should also work...You might try asking them via their Discord or tweeting them.
I'll give them a poke over on the Discord for you & let'em know folks are having issues tho.
Just tried to use the app and got this error "flate: corrupt input before offset 21938919" It did let me send a report so hopefully someone sees it. Thanks for posting on the Supergiant discord for me.