On a different computer I saw "Unable to find game" even though the game was unzipped to /Applications.
Does the presence of the .zip matter here? What is the cause for this error (paths?)
Sadly I have no real idea why this happens. Macs are strongly protective of what software you run and there are a lot of factors at play, including the way GameMaker exports their builds. Here’s my general advice:
.zip
or .dmg
./Applications
.If you havent’ tried that third point yet, that might be the ticket.