After a bit of troubleshooting, it appears that RPG Maker MV still sucks at macOS projects. It attempts to save game data right into the packaged app's files, which is obviously impossible and I have no idea how nobody thought of fixing that yet on Kadokawa's side. Anyways, about fixing the bug when closing the Options menu:

• Open the downloaded Game package inside the Escaped_Chasm folder with right-click -> Show Contents.
• Enter the Contents -> Resources -> app.nw folder.
• In the www -> js -> plugins folder open the MadeWithMv.js file.
• At the very bottom of the file, put "StorageManager.localFileDirectoryPath=function(){return require('path').join(require('nw.gui').App.dataPath, ' ').trim();};"
• Save the file.
• In the package.json file change "name": "KADOKAWA/RPGMV" to "name": "Escaped Chasm".
• In the package.json file inside the "www" directory change "name": "" to "name": "Escaped Chasm".
• Save both and launch the game.