I'm not Anh but I have the same problem, and I have the game folder in the application folder + appstore and id. developers selected. it is still not working on Mac. :( I am on Catalina 10.15.4
Sorry, I can't check the problem because we got no one with the Catalina, no friends or team members. We only tested the build on High Sierra and it was working. I can guess that perhaps somewhere there is checkbox or anything that prevent you from running the game.
We can't update our only Mac up to Catalina because it's too old. So there is no way except for googling the issue or returning the funds.
I apologize again o(╥﹏╥)o