I cannot run the game on Mac. Every time I try to launch the game, this dialog box shows up. What is wrong?

A bit late, but you can try open the Terminal and type in:

xattr -d com.apple.quarantine

and drag and drop the App into the terminal, it will complete the path then at the end of the line. Press Enter and try start the game.

Example: xattr -d com.apple.quarantine /Applications/Grim\ Fandango\ Remastered.app

Best
Rotze

It took me a while to understand and figure out how to get the game to play. To help others: Your mac will say the game is damaged when it is unsure if the game files can be trusted; running the above command from the command line tells your mac to trust the game if it's been marked as quarantined; but this step alone might not be enough.

If the game still tells you it's damaged, click cancel (do not move it to the trash); them open System Settings and go to Privacy and Security; scroll to the bottom and you should see a message saying that Grim Fandango isn't trusted, but you can click a button to open it anyway. Click the button and then it should launch and you should be good to go.