Posted this in another thread but this seems to be the same thing. Here's what to do to make it work:
1. Install a fresh new Xenonauts from the dmg
2. Download the PC-version (1.59) from Desura and unzip it to your drive
3. Right click your Xenonauts app and choose "Show package contents"
4. Go to Contents/Resources/drive_c/Program Files
5. Here you see the Xenonauts folder, replace it with the folder from the unzipped PC-version
6. For safety I changed the first letter in the new folder to capital (Xenonauts), but I dunno if it matters...
7. Voilá, the game should be running!
Got this working on Yosemite 10.10.3
Hope it works!