Really interesting...
And thought I had already been noticing this issue, I could not figure out why it was happening. Your idea sounds useful.
I'mma talk to Laurent about it, thanks !
That was the second problem, the first one was that it couldn't find the data from the "datas" folder, which I solved by moving into the bin directory and ran the samples apps (e.g. opengl.app/Contents/MacOS/opengl).
This could probably be fixed by getting the path of the executable from within the binary files and storing the required files in .app/Contents/Resources/.
Storing the files in the Resources folder won't change anything. When launching the application from the Finder, the "current working directory" is set to /. Therefore, the app won't be able to load the resource files until you put them in the root directory (I admit this is quite annoying...). The solution would be to change the working directory. But... why, why not ?
I talked a little bit about this to Laurent, because it's a Mac OS X issue (I don't know what's the behaving with Linux), and the final conclusion was that "it's the SFML user's work". The main argument is that if SFML does the setting for the user, his would be overwritten, which is unconvenient.
We can talk hours about it, and I'm still not sure what is to be done, that's why I did nothing to fix this.
By the way, I saw you wrote at 1 PM (GMT +1), which means you downloaded the first archive version, a corrupted one (there were broken links in the frameworks). You won't be able to build any SFML application with the provided frameworks until you download the archive again (but actually sound to have built them yourself...).