I always just download a recent version of the Ren'Py SDK, drop the AVN into its folder, double-click the Ren'Py app, and run it from there. Pretty sure this one is based on Ren'Py 7, so for maximum compatibility, use Ren'Py 7.x (current is 7.7.1, I think). That also saves you the hassle of dealing with Apple's Quarantine behavior.