I've never installed it via GoG so I'm really not sure what the issue might be. I would
suggest using Knossos.NET, however it appears to not currently support the GoG installer on macOS.
You could try a manual install if you're adventurous enough.
First, use the Extractor
utility from Mac Source Ports to extract the files from the GoG installer. Be sure to extract the files to a new folder that you can safely remove later. I don't recall the exact layout of the extracted files, but the game files may be in the root of the folder you extracted the installer to, or in the "app" subfolder. Create a temporary folder somewhere and copy or move the *.vp
files to this folder. Next, look for a "data" folder and copy/move it to your temporary folder. If there are additional data folders, like "data2", "data3", copy/move the contents of them into "data" in your temporary folder.
Now when setting up Knossos use the pre-installed option for your FS2 install and manually select the temporary folder where you put all of the game files. Knossos will copy all of the game files to the appropriate location. Verify that everything went okay, then you can safely delete the temporary folder and where you the extracted the GoG installer files.
I'm kinda guessing at some of that, but hopefully I'm close enough for you to get things working.