I report that this issue still occurs in 5.1.1. . I have gone ahead and tried with the above recommended solution and it worked like a charm! For me there was no Epic Folder so I have created the entire folder structure.
Important! There is not just one Libraries folder! Make sure you copy the file into the right one under this path: /Users/[yourusername/Library/Application Support/Epic/UnrealEngine/Intermediate/Build/BuildRules/MarketplaceRules.dll
Can it be that all of this would not occur if we were to actually install Unreal Engine on the Mac? 