I was able to replicate this on my Mac. Turns out the Oracle JRE 8 installer only installs the browser plugin, so it will never be used when you try to launch it via Finder (or even through the command line without some finagling). Instead, it would try to use the OpenJDK 14 install that comes with macOS, which doesn't have JavaFX support built in (neither does your installed copy of JDK 12—Oracle removed JavaFX from JDK 11 in favor of OpenJFX, which is a separate SDK).
One approach I was able to use to get working was to use the Terminal to force it to launch using the JRE embedded in the browser plugin:
Code:
/Library/Internet\ Plug-Ins/JavaAppletPlugin.plugin/Contents/Home/bin/java -jar LilithsThrone_0_4.jar
It's definitely a bit unwieldy. :/ If you aren't comfortable with using a shell, I attached a script that will do this for you. Just unzip it and move it into the same directory as the JAR file. Running the script (you should be able to just run it from Finder) will launch the game using Oracle JRE 8.