you’ll need to do a bit of Terminal maintenance. Right-click the .app, navigate to /Contents/MacOS, and find the single Unix executable file. Open a terminal window and type in “chmod +x “, then drag in the Unix executable. You should wind up something that looks like this:
chmod +x /Users/UserName/Downloads/GameName.app/Contents/MacOS/GameName
Hit enter, you should see the icon change, and your .app should be good to go!