The DMG file is expected to only mount an image to install the application.
For MAC applications, you will need to set the "Installation arguments" for the installation to work properly.
Also, a "Command line" command may be required after the installation is complete.
https://documentation.meraki.com/SM/Apps_and_Software/Installing_Custom_Apps_on_Windows_and_Mac_Devi...
"Installation arguments" and "Command line" will install the application on your own mac and you can check the installation log (var/log/[application name or system log]) to see what commands are required.