I ran into the same issue today but it looks like moving the game to your “Applications” folder in the Finder seems to allow it to save again.
I hope that helps!
For technical people: It looks like the game stores the saves within the app files instead of within the user files and apps downloaded from the internet cannot modify their own files unless they’ve been moved once in the Finder. There are a few details on this macOS feature at https://lapcatsoftware.com/articles/app-translocation.html