I've allowed to run downloaded applications in System Prefs but still not starting.
Any idea what to check?

Works for me, what errors do you get?

I checked more deeply...

open /Applications/Voxatron/Voxatron.app/ said:
LSOpenURLsWithRole() failed with error -10810 for the file /Applications/Voxatron/Voxatron.app.

And system.log said this:
Jul 29 21:57:35 flexs-MacBook-Pro kernel[0]: exec of /Users/flex/Downloads/Voxatron/Voxatron.app/Contents/MacOS/vox denied since it was quarantined by The\x20Unarchiver and created without user consent, qtn-flags was 0x00000047

I used this command: xattr -d -r com.apple.quarantine /Applications/Voxatron/Voxatron.app/
to fix it and now it works.

Raticide: Thanks your answer!!!