If you have previously run Torchlight II on Windows through Steam at some point in the past, you may note that your game saves do not get synced successfully to the Mac when you first run Torchlight II. This is because of a rule change that was made on the Steam side before shipping in order for us to support cross-platform Steam Cloud sync.
The solution is re-run Torchlight II on Windows for a few moments and then quit back out of it and let Steam resync your game saves. Your game saves will then be pulled down successfully on the Mac version during the next launch.