We had a look and when we download the game it happens for us too. (It doesn't look that trippy though) It seems macOS has some security guard that we didn't know about. For us the app started normally after moving it manually into a different folder (We moved the StickyBusiness.app directly into the downloads folder). We will fix this issue in the next update, so everyone can play the game without having to do some extra steps.
Can you tell us, what macOS Version you are using?