No, Mac does not allow such files to be opened on their OS.
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If you can get the Flash movie files (.SWF) then you can run them through the old Standalone Flash Player, which has been archived in a few places and still runs on Windows, Linux, and macOS (on 64-bit Intel CPUs, or through Rosetta II). Here's one archive, but there are also several others on archive.org: https://archive.org/download/flashplayer_standalone_projectors
If you have issues with it complaining about Standalone Flash Player being from an "Unidentified Developer" then you'll have to look up how to turn off that requirement for your version of macOS.
About how to get .SWF files:
EXE distributions of Flash games are just wrappers around .SWF files. You might be able to extract the SWF file with a tool. Here's a very simple tool that should work on macOS: https://github.com/GTcreyon/swf-unbundler#usage You have to run it through Terminal—there are instructions on that page.
If you don't have any luck with that method, you could try politely asking if the developer is willing to provide the original .SWF files as an alternative download. This would allow people to easily play the old games in their original forms for years to come. I'm really happy to see that Submachine Legacy is nearly here, but I'll always want an archive of old versions of the games. I still love the original free low-resolution Submachine 4 for the iconic obnoxious teleporter, complete with the Star Wars lightsabre sound effects and bright flashing light. Captivated me once upon a time.