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Right click on the application, click "Show Package Contents", navigate to the folder "MacOS" and double click the "Mac_Runner" executable 

I still get the same error message. I also tried right-click and select open on directly but I still got the same thing. I've never actually seen this happen before with any other game or application so I'm completely lost.

(+1)

Follow the steps of this video, then repeat the steps above- I forgot that the package contents option doesn't show up without the settings altered 

Did you ever get this game to work? I'm running into the same set of problems.