Do you mean MacOS? iOS is what iPads and iPhones run, while Apple laptops, and so on, runs MacOS. iOS and MacOS are very different beasts, and Vassal cannot run on iOS (no available Java Virtual Machine).
Did you try the Alternative solution? The one where you use the Terminal? That worked for me on MacOS Tahoe 26.2 on an administrated machine. I suspect your system administrator has disabled third-party apps downloaded via the web. Check System settings → Privacy & Security and scroll down to Security where it says Allow apps from. It probably says From App Store and known developers or something like that.
Yours,
Christian