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Hmm, so there are only two things I can think of.

1) Did you download the file and extract the folder from the rar? That's the only thing you need to do. I don't know if you're doing something more complicated or unnecessary, but you don't need to do anything else. Double click the downloaded file, drag the folder inside to anywhere on your Mac, and then from there, within the extracted folder, you'd find the StrandedInSpace.app to open. Nothing else is needed. 

2) Only other thing I can think of is from Ren'py's requirements:

macOS

  • Version: 10.10+
  • CPU: 2.0 Ghz 64-bit Intel-compatible (Apple silicon supported through Rosetta 2)