The default path to store a recorded animation on the Mac seems to be the same as on Windows: Documents\Animation. However, on a Mac, the folder (directory) separator is not a backslash but a slash (as in Unix).
As a consequence, a new folder with the name Documents\Animate (containing a backslash) is created in your home directory.
It would be good to fix this, so that a folder Animation gets created in the (standard) folder Documents.