Hmm, it's been a while since I've tested the mac version. It's a bit tricky to borrow a mac from someone in these times, but i'll see if I can get someone to do some testing for me. I reckon it's either some security settings not letting you open a file downloaded from the internet or some recent(ish) mac update that I need to account for.
In the meantime, i'll contact itch.io to sort out a refund (there isn't a way for me to do this manually).
What OS version are you running?