Sometimes, anti-virus and firewall products block harmless files because they think that they are malicious. Try checking your anti-virus and see if you can "allow" the file.
I tested the Linux version on Ubuntu 20.04 Focal Fossa. At first it said: There is no application installed for executable files, but you have to enable "Allow executing file as program" in the permissions. Anyway, when I click the Play button, it takes some time to load, and the player camera is glitched and is somewhere far away from the player (ball). I know that it is somewhere far away, because the player camera is all blue. If you haven't watched the devlogs, well, when the background didn't exist, the background was just a solid blue color. TL:DR: Unplayable on Ubuntu 20.04 Focal Fossa.
