Honestly Catalina is the problem here. :/
They allow only notarized apps on that system, and this is frankly beyond my skills. :/
Hi, I found a workaround for Catalina !
0) open the Terminal application
1) copy the Ressources in the expected directory with the following command :
(I assumed that the 10 Gnomes app file in your Download directory)
cp -r ~/Downloads/10\ Gnomes\ in\ Malmo.app/Contents/Resources/* ~/Library/Application\ Support/com.mateuszskutnik.10gnomesmalmo/
2) launch the game with the following command
~/Downloads/10\ Gnomes\ in\ Malmo.app/Contents/MacOS/Mac_Runner
3) enjoy !
Thank you Mateusz for this game, very welcomed in this quarantine period.