So I inadvertently broke the last build by changing the dropdown text at the last second from "MacOS" to "Mac OS" and forgot I was using that value to determine which platform was selected. This should be fixed in v0.3.6.13 which I just pushed. It will create a folder named "Your Game.app" at the export path, where "Your Game" is the game title.
I don't have a Mac myself, but I did get a VirtualBox VM set up with Yosemite Zone a while back in order to test the Mac OS export. Games aren't really playable because it's super laggy on the VM, but I've at least confirmed that it exports and runs now. :)