I'm having issues with the downloadable Mac version too. I think something is clearly wrong. No matter what I do, I cannot open the game because it says I don't have permission even after checking my settings and also checking my permissions with "get info". It says I can read and write, but it still refuses to let me open the application or do anything.
I've posted possible solutions, which seems to be recurrent on Big Sur, specifically.
https://side-b.itch.io/feline-fantasies/devlog/269531/permission-issue-with-macos-how-to-fix-it