Have you extracted the game files from the .zip container?
Move the game folder to a different location. I think on windows, the desktop worked fine for people that had permission problems.
Viewing post in Dont have permission to open game
Hi, I've had a similar issue. I downloaded the mac version, and the game worked. Attempting to download newer versions resulted in a my computer stating "you don't have permission to open this file please contact your administrator or network supervisor; I am currently the only user, and admin. I have attempted to open the file from desktop and changing file permissions through "get info" without success. I have attempted to change file permissions through the terminal along with un-quarantining the files. I cannot seem to open any Renryuu ascension version greater than 32.02.08, but other mac games downloaded from itch seem to work fine, so I don't know if the issue is on my end. I will note the download file on itch stated 1 GB the downloaded .zip file is 1.79 GB, so maybe theres an issue when I downloaded the file?