You can try opening the app from the contextual menu (right click on the app icon and choose "open"); macOS has severe permission policy to prevent any App that is not on the AppStore to be opened directly, but using the contextual menu you can choose to open it :-)
Try rightclicking on the .zip, and try to open it with a program other than Archive Utility (which is the default on Mac.) I use the Unarchiver and this solves the problem most of the time.
