Just had the same issue with the latest version I downloaded today. Looks like a permissions error as previously noted. Fixed by running the following after downloading and extracting it:
Would be good to know what permissions it really needs rather than going full on 777
Code Select
chmod 777 RimWorld1-1-2647Mac/RimWorldMac.app/Contents/MacOS/RimWorld\ by\ Ludeon\ Studios
Would be good to know what permissions it really needs rather than going full on 777