Can you right click osu! and click Open Package Contents and double click on Wineskin. Click Advanced > Test Run. Paste the contents the the test run logs here.
Edit: Make sure the you have moved the osu! application out of the Downloads folder otherwise Filevault will prevent it from working properly.
Edit: Make sure the you have moved the osu! application out of the Downloads folder otherwise Filevault will prevent it from working properly.