On a different computer I saw "Unable to find game" even though the game was unzipped to /Applications.
Does the presence of the .zip matter here? What is the cause for this error (paths?)

Sadly I have no real idea why this happens. Macs are strongly protective of what software you run and there are a lot of factors at play, including the way GameMaker exports their builds. Here’s my general advice:

• Make sure you remove the app from its .zip or .dmg.
• Move it to /Applications.
• Open it with Right click > Open. Opening things this way apparently flags you’re trusting it.

If you havent’ tried that third point yet, that might be the ticket.