Update: I've done a lot of step-by-step debugging and in the end I think the culprit are the "[NSApplication transformToForegroundApplication]: unrecognized selector sent to instance 0x102f22d70" errors I get.
I've tried de-threading the Scenario editor to see what the error was, and was still unable to get a window. This is because we never call the wxApp "OnInit" when starting the scenarioEditor. However ActorEditor does, and starts successfully.
I've debugged this step by step, and it turns out the culprit is code at line 367 or utils.mm in src/osx/cocoa/, which was added in http://trac.wxwidgets.org/changeset/75142 after reports that non-bundled apps did not work anymore. Somehow, it fails with the above error, whereas actor editor doesn't. FYI, changing ActorEditor project to start ScenarioEditor does run OnInit, though that doesn't work since it lacks a few things. Still working on this.