So...I have some data that might be useful! I was able to start the game...but did get some interesting errors that might shed light on the problem.
I right clicked on the app, then chose Show Package Contents. Then clicked on the MacOS folder, then I double clicked on the "ThePriceOfFlesh" executable. This opened up the game and two terminal windows. One the regular bash terminal...but the other was a ThePriceOfFlesh terminal window...and that window had the following messages:
[S_API FAIL] SteamAPI_Init() failed; ipcserver init failed .
[S_API] SteamAPI_Init(): SteamAPI_IsSteamRunning() did not locate a running instance of Steam.
[S_API] SteamAPI_Init(): Could not determine Steam client install directory.
So I think the trouble has something to do with the RenPy Steam integration?