I have Myst working on my CGX4 Amiga BVision display without problems. You should have two Myst icons one for AGA and a second one for CGX make sure that you are clicking on the correct one.
I have run the Amiga version of Myst on both my Amiga under CGX and AGA and on WinUAE with P96 without problems.
The following update from clickboom may help you:
http://www.clickboom.com/download.shtmlAs for the game I really enjoyed it and the Amiga port runs better on my 060 Amiga than the PC version did on my PC at the time Myst was first released for the Amiga.