It does work, I believe the problem comes from the MacOs default extractor where it sometimes messes up the app permissions upon extracting from the zip file.
The simplest way to fix that is by using a third party app called "The Unarchiver" which you can find for free on the App Store. It will allow you to extract most compressed files like .zip, .rar & more and it will give the right permissions to the app and allow you to execute it.
Also note that after extracting you will still need to do the "right click -> open" trick in order to execute the app since Apple won't allow you to directly open unsigned apps.
Hope this helped.