Okay, I had this problem too. What you do is: go into your files folder (I'm on windows), and put the data folder onto your desktop page. Then, move the game into the file folder, then you can open and run it with no problem.
It still doesnt work and put the same message.
I move unity player onto the desktop with earth royale and it gave me this:
There should be 'EarthRoyale_Data'
folder next to the executable
I move the folder on the desktop and then says:
Failed to load mono
yea I have same problem and idk what to do