This happens to me too D: I'm also using a MacBook Air, Montery 12.7.4, after extracting the zip file, during execution of the application Finder notifies that "Application could not be opened." with the only option being to acknowledge.
I figured it out, the file in MacOS is set to document instead of terminal, there are tutorials online to use terminal to convert said file into a terminal. Using a command like this converts it (No clue how not my expertise)
roughly explained the command makes it possible to execute the file as an actual program. before it was read-only for safety reasons. same thing happens on most linux distros
