Why???? What??? 

yeah that sucks

This happens because the application doesn't have execution permissions.

To make the application executable:

1. Open a terminal window (CMD + Space -> terminal);
2. Using the cd command, navigate to the place where the application is stored: cd <path_to_application>
3. Run chmod +x <application_file> to make it executable. If it doesn't let you, sudo it:
   sudo chmod +x <application>.

Dani only has a windows pc. not a mac so he didn't test it.

yes, it can not open :(

only way is THE HARD WAY.

winehq.org