Please follow one of these workarounds:

a) Redownload the game using the newest version of the GOG Downloader:
https://secure.gog.com/downloader
To download, make sure the "GOG.com Downloader mode" is switched to ON before clicking the "Game installer" button. After the download is complete, reinstall the game.
b) Use this workaround if using the Download didn't help:
- Go to Applications -> Terminal
- Type in:
xattr -d com.apple.quarantine
but don't press Enter.
- Drag the application to the Terminal window, this should add the path.
- Press Enter.