When my Mac wouldn't open the file, I went into Finder and right-clicked on the application and then clicked "Show Package Contents." Usually, this works for the applications that are finicky on my Mac; however, in this case, when the Rock Robin logo displayed on my screen, I got an error message that said Renpy couldn't find _sfx.rpi and I had to close the error windows/program
Maybe try the right-clicking technique? Hopefully you won't have the same sfx issue I did...