I can confirm that the issue is prevalent on all versions. I will keep status updates on the issue and try to resolve it ASAP.
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Ok, I found out the issue: You will need to download it, then open up terminal and write unzip, then drag the application into the window eg:
unzip /Users/ProjectTetraDev/Desktop/project-tetra-osx-new.zip
Press enter, then wait until it has completed. After that, go to finder -> Go -> Home -> MacNoEditor->ProjectTetraAlpha
Thanks for your patience!
ProjectTetraDev
(This may happen if the app bundle is unsigned: macOS Gatekeeper refuses to open such apps. Using https://itch.io/app to install and run the game works around this)