I did some tests. I ran Disk Warrior and Disk Utility First Aid. No change. Sigil still crashed every time. Then I downloaded a fresh version. It still crashed every time it was in my "eBook/EPUB Apps" folder where I wanted it. It would run in the "Applications" folder.
THEN I tried putting it inside my "PDF Apps" folder inside the "Applications" folder and IT RAN. So it is NOT a requirement for it to be in the "Applications" folder as I thought.
Then I tried changing the name of the folder where I wanted it from "eBook/EPUB Apps" to "eBook-EPUB Apps" replacing the slash with a hyphen. IT RAN.
Conclusion: Sigil will not run in a folder with a / (slash) in the name of the folder.
Problem solved.