itch.io

So you shouldn't need to "Open with" because it is a program itself that needs to run, not be opened. You might run into difficulty launching on Mac due to their strict security. If it doesn't let you open it with a pop-up, go into system preferences then security. There will be a message saying it stopped it from opening. From there you can tell it to open anyways.

Not sure, I'm also on a mac and mine opened fine. I would check your security settings. Make sure it isn't being blocked from coming from an uncommon developer.