Well, suddenly there are a lot of Mac users out there. ^^
From what I can see, the game is trying to create the initial config file, but doesn't have the permission to do so.
I just checked the permissions on the linux I use for the deployment of the mac version, and Verloren.app only allow writing only for the owner of the file (the save folder allows it for the owner's group). You wouldn't happen to have tested it without having the user privilege? Or may be the permission were altered somewhere in the process.
In any case, giving the write permission to Verloren.app and/or the save folder should solve the issue, from the limited understanding I have for Mac apps.
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So it does look like a permissions issue. I tried searching online and got a bunch of solutions which didn't work, and finally one that did, which was simply moving the game to the Desktop folder (I was running it earlier from Downloads). The game starts up sometimes now, which is an improvement. Will play and let you know my feedback.