That's what Apple wants you to think, and it's going on much earlier than Ventura.
The Ren'Py SDK is a third party app as well BTW and as you can see MacOS runs it from a Read-only file system. That is bound to cause trouble. Instead of running the SDK, you'd be better of by fixing the Mac app that's contained in this universal build of the game.
The root of the problem is that Gatekeeper quarantines about everything which is not downloaded from the app store, but that is something easy to fix.
Start by reading this post carefully
https://f95zone.to/threads/lilith-rising-v1-0-2ns-jubei.140205/post-11373244. There's a link there to a post of mine where I tell you how to shuffle the different components of the universal build around in order to create a self-contained Mac app.
If you want to check and remove quarantine from 3rd party apps, follow this procedure
To check quarantine, start Terminal and type "xattr " without the quotes at the prompt and drag the
app into the Terminal window. Terminal will fill out the path for you. Mind there is a space between the command and said path. Hit enter. If you see
com.apple.quarantine in the results, the app is quarantined.
To remove the quarantine, type "xattr -d com.apple.quarantine " and drag the app again into the window. Again, mind the space. Hit enter. Quarantine should now be removed.
If you want to continue to use the Ren'Py SDK, then better check and remove quarantine from that as well. Once done so, you can use the SDK to create a Mac-only app with the Create Distributions function BTW
Final advice, always make a duplicate of an app before you start altering it. Saves you from the hassle of having to download it again if you should mess it up somehow.