Packing into a .app isn't essential. It's just the nice Mac-standard way of doing things. You can certainly run in a more traditional "just drop the executable into a folder with the data files placed next to it" approach.
A little off topic, how does a native mac user run the program? I didn't know it was possible...
EDIT: Whoops... forgot this was in the back of the forum. Sorry for the necropost!