Hi! Sorry if I've missed any previous comments about this issue! I made the game on Mac and tested it throughout its development on the same laptop, so it's not an universal Mac problem. Also a couple of the game testers since early days have been Mac users too so it definitely is possible to save the game on Mac too.
Mac is very strict on what it allows games and apps to do. In this case the game has to have permission to create the save files. In some cases you have to manually give the game folder and the app these permissions. This has been the solution for most of the people who have had the same problem as you do. Did you try this already? Let me know if the issue still remains!