This is now fixed. You can re-download the game and everything should work as expected.
I thought this was another issue related to signing on macOS, but it was instead the actual binary not having the execute permission set for some reason? Which is quite strange, considering it passed the automatic "does the game start" test. But I guess that just shows how little I know.
If you want to fix the issue without re-downloading the game, you can open Terminal, use cd to switch to the directory you downloaded the game to, and run the following command:
chmod +x CaL-ABP-macOS.app/Contents/MacOS/CaL-ABP-macOS
Let me know if anything else pops up.