I just lost all my precious save files!! That's more than 100 hours of gameplay and 4 awesome fortresses in random mode :'(
According to the wiki, the save files on Mac OS X are stored in ~/Library/Caches, which is a CACHE folder used to store TEMPORARY files, and is emptied regularly by the system and by cleanup apps such as CleanMyMac. I just did a cleanup of my Mac, and opened RimWorld, and all my data is gone... I checked my Time Machine backup, of course cache folders are not backed up...
The correct folder to save app data on Mac OS is ~/Library/Application Support/YourAppName. This won't be deleted accidentally, and will be backed up by Time Machine or other backup services!
This (http://apple.stackexchange.com/questions/28928/what-is-the-osx-equivalent-to-windows-appdata-folder) seems to back your idea.
I'm sorry for your saves and will log an issue about this.