Hello. This works for me - nothing above did!
Go to the following location, using terminal: /location/of/wohgame.app
cd into ./Contents/MacOS/
there should be a script - 'wohgame' . Your mac's OS - or the desktop interpretation - thinks this is just a text document, but it's actually the game, within the 'wohgame.app' wrapper. You won't be able to run it - this is da problem - but you can change its permissions so that you can.
in the same location, in the terminal, type 'chmod 777 wohgame' . This is a bit of a nuclear option, but it means anyone can read, write, or run the script.
If the command completes - shut the terminal, and click on the app. Welcome to squelchy, questy J-horror funtimes...!
Please let me know if you need further help, cheers, Run DMG