Sorry about that, you're the first to test on macOS. I found the solution though. Unfortunately, this seems to be a common problem for macOS builds for Godot-made games.
1. Download the macOS release to your Downloads folder, should default to ~/Downloads
2. Unzip the contents in ~/Downloads so you can see the app file.
2. Using terminal run this command on the file:
sudo xattr -rd com.apple.quarantine "~/Downloads/Neon Gensis- Magical Animals.app"/
as solved in https://www.reddit.com/r/godot/comments/nm5xtf/mac_export_wont_start_when_downlo... and https://apple.stackexchange.com/questions/372084/macos-catalina-app-is-damaged-a...