I can confirm the issue on macos 10.15.2. After chmod +x the Sealed Bite.app/Contents/MacOS/Sealed Bite I could run it.
Extremely amazing game btw! I had lots of frustration and fun :D great ending!
Thanks also for reporting. It is weird as I'm am able to run it without having to change the permissions on my mac. Nevertheless, I am still using Mojave 10.14.6, which may explain the issue.