Hi Calcifer,
Catalina has added a lot of extra security, including the requirement that all applications be notarized through Apple's Gatekeeper service. This is unfortunately not something that we've done. My best guess is OSX is blocking the app.
The easiest option to play right now is to bypass Gatekeeper, though I would recommend turning it back on before running any applications you download from the internet unless you are confident of their source.
We are also going to be spending some time looking into starting the notarization process in the next week, which will also fix this issue. I'll post here when we get it re-uploaded!
- Andrew