Guys, easy fix
I too have a new Mac and was a bit dumfounded while the installer kept running and then closing without actually installing Sky Go.
1) So, first right-click the installer and select 'Show Packag Contents'
2) Open up MacOS folder and launch the installer - this will open a terminal window where you can see the progress of the installer... note when it finishes you will see the message: "installer: This package requires Rosetta 2 to be installed. Please install Rosetta 2 and then try again."
3) Open new terminal window and ype (or copy paste) 'sudo softwareupdate --install-rosetta'
4) once this has installe, re-run the installer, but make sure you select 'Open usiong Rosetta' from the Info window of the installer before you launch.
Hope that helps - worked for me