Steps to reproduce:
1) Purchase and install Loom in Steam if not done already.
2) Once installed right click the Loom entry in your Library and select "Properties". Select "Local Files" and from there "Browse Local Files". In Finder notice the location of the single application bundle called "Loom".
3) Start ScummVM and select "Add Game...". Navigate to folder you saw in the previous step.
4) Notice that if you select the application bundle it will not get recognized by ScummVM.
5) Go back to Finder and right click the Loom application bundle. Select "Show Contents". Copy the "Contents" folder somewhere on your hard drive.
6) Select "Add Game..." again in ScummVM and navigate to the folder where you copied the "Contents" folder.
7) The game gets correctly detected as: ID = loom-steam-mac, Name = Loom (Steam/Machintosh/English), Language = English, Platform = Macintosh.
8) Try to launch the game in ScummVM.
9) Game will not launch, instead error message is displayed: "Cannot find file:'000.lfl'"
ScummVM 1.8.0git49-g24595ed (Jul 9 2014 08:11:42)
Features compiled in: TAINTED Vorbis FLAC MP3 SEQ TiMidity RGB zLib MPEG2 Theora FreeType2 JPEG PNG
Mac OSX 10.9.4. 2.3 GHz Intel Core i5, 8 Gt 1333Mhz DDR 3 Memory, Intel HD3000 integrated graphics
Notes: I am not sure how Steam/Mac versions should be added to ScummVM that is why I included rather elaborate steps to reproduce in case it is an user error.