Hi, I just ran into the same issue on MacOS, and was able to fix with the following steps:
1. Move the game to a directory you have write access to (eg: Documents)
2. Right-click on the MyGothGirlfriend.app file and click on "Show Package Contents"
3. Navigate to Contents > Resources > autorun> game > options.rpy. Open this file in a text editor.
4. At the bottom of this file, you will see these lines:
if not os.path.exists(config.save_directory):
os.makedirs(config.save_directory)
Delete these two lines (or comment them out by adding a # before the line)
5. Save the file and reload the game.
These lines are unnecessary because RenPy handles creating the correct file directory based on the platform.