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Got it. You need chmod u+x on

Then it runs. The app bundle itself is already executable, but I that file needs to be as well

Thank you! I think this is unfortunately something I can't fix in the build, not sure why building to Mac from a PC in Unity is so touchy but alas. 

Mojave here, and no such error—just the usual right-click-to-open and confirm. Guessing it was an isolated incident. So, good news: it’s not the build! Bad news: no idea what it was.