Unfortunately we don't have an Apple Developer account (they cost money...), so Gatekeeper isn't going to like any binary we compile. Most indie games on here are going to be like that.
https://disable-gatekeeper.github.io/
In order to run unsigned software, you will need to disable Gatekeeper (sudo spctl --master-disable), and also remove the quarantine bit that MacOS sets whenever you download a file from the Internet: (xattr -dr com.apple.quarantine /path/to/MissPaint.app).
I wouldn't characterize this as the game having issues on MacOS, rather an issue of MacOS having an issue with indie devs.