It seems the problem has to do with file permissions. The "execute" flag isn't set on the files Unity builds on Windows because Windows doesn't have these flags, but Unix/Linux and MacOS do. I'll see if I can set the flags and upload an archive. In the meantime, you could try this:
On your mac open the terminal app. Make sure your .app file is placed on your desktop. Then type the following into terminal and replace (appname) with the file's actual name. Hit enter after each of the two lines. cd:desktop chmod -R 777 (appname).app
Let me know if this works if you get around to testing it.