Instead of using the default unzip tool use "The Unarchiver". It seems there is an issue with macs sometimes not unzipping files with proper executable permissions. Using The Unarchiver should fix that problem. I was running into the same issue and it was solved using this method.
Edit: After using The Unarchiver to get the application file out be sure to right-click and open the game that way. That way you can avoid your mac saying it won't open the file because it's unsigned.