Hi,
I drag and drop the KiCad.app file from the dmg image to the directory /Applications, a directory KiCad has been created with all files .app but without the directory Contents where all libraries must be located.
It seems that location of libraries files depends on Mac OS version, I saw topics for quite old Mac OS versions, libraries files was located in the directory /Library/Applications.
I had the same problem with KIcad 8, but I gave up.
Thanks for your help.
Best Regards