Hi Aung, nice to meet you!
Thanks for sharing your experience — I’ve seen similar reports from other macOS users.
This is actually a known issue on macOS. There have been bug reports that QGIS project files (especially .qgz) sometimes cannot be opened directly by double-clicking from Finder. However, if you open the project from within QGIS itself using File → Open Project, it usually works fine.
Alternatively, you can try saving your project as a .qgs file (uncompressed XML format) on Windows before moving it to macOS — that often avoids the issue altogether.
Unfortunately, I don’t have access to a macOS device to test different QGIS versions directly, but this workaround has helped other users with similar setups.
Hope this helps!