OK, this may help someone out there on Macs. This has definitely changed since I last exported a game on a Mac.
Do this:
1. place the [gamename].app file into your Applications folder
2. Right-Click your [gamename].app file and select Open (and follow any prompts)
3. Go to System Settings > Privacy > Allow app to run.
You will still not be able to run it at this point...but if then you go to a terminal and type the following, you will then be able to run it:
codesign --force --deep --sign - /Applications/[gamename].app
This is longwinded just for a test, but its now necessary for testing a Mac export.