I had the same problem. If updating .net 10 doesn't work, you need to remove macOS's quarantine attribute from the app.
Open the terminal and run this command:
sudo xattr -d com.apple.quarantine <game-path>
For me it was like this:
sudo xattr -d com.apple.quarantine /Applications/Vintage\ Story.app
Then it will ask for your login password, just type and press enter (your password won't show up when typing) and that should do it.