I have the same exact problem. on Mac OS Sierra

I ran this in the terminal and it worked:

sudo chmod a+x /Applications/Cuphead.app/Contents/MacOS/Cuphead

thanks, this worked

how to i run it

Off-topic, but can there be a fix for this game to allow support for mods that the Steam version is getting? It doesn't make sense that game that is pretty much the same in terms of file structure as one from another platform but using mods from a different platform than GOG's crashes the game.