I managed to open this game on Catalina, but the problem I encountered was "This application can't be opened". Not sure if my fix will work for you, but you can give it a try. Here's what I did:
-Open finder and find the game application.
-Right-click one it and click "show package content".
-You should see a single folder called "content", open it.
-In it, there should be a folder called "MacOS" (inside this folder, there is a file called "Lust for Adventure" with a white icon)
-Open terminal (use spotlight search to find it). In terminal, type "cd ", then drag "MacOS" into terminal, then press enter.
-In terminal, type "sudo chmod +x Lust\ for\ Adventure", then press enter.
-termnial will ask for your mac password. Type it and press enter. Note: while you type, nothing will show up on terminal.
-Now if you check "MacOS", the icon for "lust for Adventure" should change into a black rectangle with green lines on it.
-Go back to the game application and open it. If it says it cannot be verified, simply open it again with right-click and choose to open anyways.
Hope this works for you and good luck!