Hello,
This is an issue affecting many Mac App Store apps, not just Pillars of Eternity.
http://www.macrumors.com/2015/11/12/mac-app-store-apps-damaged-expired-receipts-issue/
The current solution is to open the game within the Mac App Store. Launch the Mac App Store, find the Pillars of Eternity page, and then click "Open" to run the game.
The devs at MacPlay are currently working with Apple on a permanent solution (and getting 2.0.3 launched) as soon as possible. Our sincere apologies. Hopefully we can get it fixed shortly.