first of all be sure you are using "The Unarchiver", after that there are 2 ways possible depending on your mac version:
A. (13 and earlier): Right Click to the app -> Click Command + "Open" and there should be an option "Open Anyway".
B. (14 and later): Right Click to the app -> Click "Open" -> Go to Settings -> Go "Privacy & Security" -> Go down and you will see and button for the app "Open Anyway", Click it -> Choose "Open Anyway" -> Write your Mac password or face recognition/fingerprint. The game will be opened