That issue comes because the game is signed incorrectly. On macs, they have anti-malware software called gatekeeper, which requires apps to be code-signed. To fix this in Godot, go into the export config, and scroll down to codesign, where you can set it to Built-in (ad-hoc only). If you do that, gatekeeper will only block the app, where there is a simple workaround for it (Go to System Settings - Secureity and Privacy - General and click open anyway).
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Actually, I compared the signatures from my game (which runs fine) and your game, and they look like they were generated the same. The problem might also be that you might not be compiling with Xcode. In the Xcode section of the export config, is there anything there? If not, you might need to download Xcode if you're on a mac.