I downloaded it again, followed every step that I could, until I hit the Security System Preferences and then I just get stuck. But I think it just doesn't work on my MacBook Pro.
Apparently, when we re-zipped the files, we stripped Apple's notarization, and it might have been causing the problems. The current version should work without any workarounds - just unzip the file and run it. Please redownload the game and let us know if it worked.