Would be great for that information to be added to the system requirements shown at the store (Mac version isn't free after all). However, I found a workaround that seems to work ok:

1) Install the Steam client for Mac and log in (create an account if you don't have one)
2) Go into Big Picture Mode and set up the Nimbus as a "Standard Gamepad" there
3) Add the FFXIV client as a Non-Steam game and start it by using Steam
4) Go into the FFXIV controller settings and select "Controller2", which should be the simulated Xinput controller. Then calibrate it accordingly, the D-pad and Menu button should work. (Of course you have to skip Select button and R3/L3 as the Nimbus doesn't have the physical buttons, but you can bind them to keyboard buttons in the settings. Make sure to disable direct chat mode for them to actually work.)

It's not a perfect solution but seems to work for me. IMO games on the Mac should support MFI gamepads out of the box, as that's the Apple standard, but I hope this workaround will help someone in the future.