Hmm, it appears I can't open it on Catalina after I download it again either. Seems like this is an issue with Game Maker: Studio 2 on OSX. You can get around it using Terminal here: https://help.yoyogames.com/hc/en-us/articles/216753558-Mac-app-damaged-when-downloaded-from-the-internet
Unfortunately there's not a lot more I can do!