Did you try via itch launcher?
If that doesn't work:
show package content on app - contents - macOS - open badmemories executable file.
or to get it to open permanently without the above fix:
Open terminal.
Paste (with a space at the end): xattr -dr com.apple.quarantine
Drag the app onto the terminal, so you get something like xattr -dr com.apple.quarantine /Users/<username>/Games/BadMemories/Bad-Memories.app
Run that command.
The app should now open properly every time without needing to locate and run the internal executable.</username>