I just tested this on my Apple silicon Mac (M1 mini) and it doesn't run even if I right click it. I had to manually ad hoc sign it to allow it to run, because Apple silicon outright requires signatures even on your own local builds to run them. In fact, Xcode ad hoc signs everything it links these days. (I've been told I overexplain things, sometimes even to people who already knew those things. Maybe it's sometimes helpful for information to be available in lots of places, though. Especially with Google circling the drain as it is.)
I'd be willing to help with notary signing, but you should probably do that yourself if you can afford it, since the signature does expose the name of the person or team that signed the app, unless you're using ad hoc signing, then it's an anonymous machine specific signature.
Just a minor hint that seemed to pop up when I was checking the signature myself, it seems it may be objecting to a signature having been applied to the DOSBox bundle prior to the settings files and resources being inserted. It needs to be re-signed after everything is embedded proper. Hope this helps somewhat. (And this would definitely be breaking the ad hoc signing if you were just using the link time auto signing of the bundle.)