It's an issue with Gatekeeper. I've seen success by copying the application out of its folder and putting it directly on the desktop, but if that doesn't work then you may need to look up Gatekeeper disable methods or workarounds.
Color me surprised… I had moved the game's folder to the desktop, which didn't fix the issue, but moving the app itself from its folder to the desktop did fix it. Never even considered this might be the issue. Thank you!
Hey, just a note to say thanks for supporting OSX. I've not completed my first playthrough yet, but so far it is a very intriguing game. Well-made too... I did not expect to see actual good poetry in it. Great job!