This happens because OSX puts the game into quarantine. Use this guide to lift the quarantine and play the game.
Just did that and I still get "The application "Luckitown.app" can't be opened".
I am using Monterey version 12.0.1, maybe it will work after upgrading to 12.1 but I just want to let you know if that is not related to the os upgrade.
I am getting the same error.