I tried this and it give me the same result ("Invalid directory, or incorrect BG:EE+SoD installation.")
To be sure, I tried :
/Applications/Baldur\'s\ Gate\ Enhanced\ Edition.app/Contents/Resources/data
/Applications/Baldur\'s\ Gate\ Enhanced\ Edition.app/Contents/Resources/
/Applications/Baldur\'s\ Gate\ Enhanced\ Edition.app/Contents/Resources