Don't use the Finder to alter permissions it will not alter the files inside the bundle which are the ones you need to modify.
1. Open Terminal (in Utilities)
2. Type the following (without quotes but with the extra space at the end).
"sudo chmod -R 777 "
3. Then drag the Rome application into the window and release. It should look something like this.
sudo chmod -R 777 /Applications/Rome\ Total\ War.app
4. Press enter then enter your admin password, it will not appear when you type, once done press enter.
5. Once it completes try the game again.
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