Our current best guess is that your security settings are stopping you from opening the game. The DMG is unsigned, so you will need to follow the steps for unsigned apps at: https://support.apple.com/guide/mac-help/open-a-mac-app-from-an-unidentified-dev...
We'll add this link to the install instructions! If it still doesn't seem to work, let us know what your MacOS version is. You can write us at info@futureproofgames.com if you don't want to have that conversation here.