That's exactly the problem I talked about with a "read-only" folder location. The system does not allow the game to create save or config files in that location. Either change the folder settings or move the game to a location that isn't write-protected.
Have you searched for "remove folder protection mac" or something like that? I see several articles when I google this which might help, but I can't tell what fits or works for your situation, that's why you have to check yourself.
Else, you could try to move the entire game folder to a different location. The desktop or similar, or any folder which isn't set to "read-only".