Hello! Please check the Installation Instructions section of the game's page:
macOS: The game is not signed/notarized by Apple, so it will have security issues with macOS 10.15+ (Catalina and newer versions). To avoid these issues please do one of the following things:
- [Preferable] Install the game through the official itch app: https://itch.io/app
- Manually approve the game's .app file in "Security & Privacy" settings in System Preference (for reference, see: https://www.macworld.co.uk/how-to/mac-app-unidentified-developer-3669596/)