I have a similar problem where I can open the app, but I can't export/save the files that I made. I heard that you could fix this by saving inside of the app files, yet I don't know how to do that. When I try to export the sprite sheet, it will usually have a name but no file type. If there is any way of fixing this, I would appreciate it. Thanks.
Edit: I got it to work by going to Security and Privacy > Privacy > Full Disk Access then click the plus and locate Pixel FX Designer to give full access on files.