Is it Intel or M1? Are you running under the itchio client? It may also be because I'm releasing a 32/64 universal, and Catalina may insist on a 64-bit app. I'll get a 64-bit release up. If the problem persists, please post again.
To answer your questions, I'm not running under the itchio client (I don't think that works with dmg?). the 64-bit version also encounters the same problem. I'm not sure what "code signed" means, but if it's something to do with Apple's app verification, it can be bypassed on the user's end.
Thanks for the help. This might take a while. I have no way to localize the problem. If it gives you a report button or any clues, please let me know. In the meantime I'll try to get a code signature.