After a couples of tries, I realized that the native compression unit of macOS was the one that broke the extraction process, so instead of just double-clicking the app, I tried using "The Unarchiver" (an external compression app) and it worked!I have this same issue. What you have to do is
Ctrl and click on the game icon
then select Show Package Contents
Then click on the MacOS folder
You will see the title of the game as a Unix folder which should appear as a tiny black icon.
if it doesn't then it hasn't extracted properly.
You then have to open the Terminal app
Type chmod -R +x
Then what I do is drap the unix icon with the game name into the terminal box.
This will automatically write the game folder details and should then make the unix icon turn black.
Which means it worked.
All you have to do then is click on it.
I tend to always hold CTRL whenever clicking these games to open, it seems to override the operating system trying to prevent you from opening an unknown app.
Hope that helps.
Later I had to doble click de unix folder as well (the one inside the package contents with the name of the game) but everything runs smoothly.