To fix this issue you will need to disable Gatekeeper.
I completely disagree and do not think this is a response that TellTale should be giving to its customers.
From Apple's website:
GateKeeper is an important security measure in OS X and people may not understand the implications of that when you tell them to disable it.
Further Apple's support document seems to indicate that the app has been modified after it was cryptographically signed at compilation time. So either you are distributing an app that has been compromised by a 3rd party (aka malware) or you guys don't understand how to compile and sign your software.
Why doesn't TellTale take some responsibility for this and fix this? I bought this game for my Dad this Christmas and his new iMac had GateKeeper turned on by default. It's not cool that I had to go searching around on the forums for him because you guys can't release an app that will actually run when every other Mac software developer can? This is really poor and your advice is irresponsible. Please fix this ASAP.