It looks like macOS is flagging downloaded files from itch.io as "quarantined" as a security measure, which is preventing the game from running. There are two solutions I can currently think of right now:
1) Navigate to directory in the Terminal and run this command:
xattr -d com.apple.quarantine BunnyDash.app
then try running the game again.
2) Download and run the game via the itch.io app.
I'll be looking into fixing it.