@Kyle van der Merwe Welcome to Microsoft Q&A Forum. Thank you for posting your query here!
Are you getting any error message, If so can you please share the screenshot?
May I know which version of Azure Storage explorer are using? Can you please elaborate bit more on the query?
Also check in Security and Privacy setting in Mac , where you should see a message that Storage Explorer was blocked from opening. You can then click "Open Anyway" to open Storage Explorer:
Also refer to the suggestion mentioned in the below link: Azure Storage Explorer troubleshooting guide