Yeah the app isn't notarised for the DRM free (non-steam) version, I'm not a Mac user but I think you have to change some setting to be able to play un-notarised apps.
It's probably not damaged. Most likely that's an Apple thing to get devs to pay a 100$ fee and get their app 'notarized'.
If you trust the dev, there are ways to bypass this, but it depends on your system version, if you look up the error message online you'll find tutos on how to do it.
