Right click on the app and select "open".
I had 0 problems opening it by double clicking in 10.12.6.
I don't know which version of Ren'Py the game was built in. I've had problems running games in a different version than the one that made it. Try the latest 6.99 and 7.0.x.
Right click on the app and select "open".
I already tried right clicking and pressing open, still doesn't work.