The SDL2 library is in the Libs folder in the package. I've tested the app on systems that absolutely do NOT have SDL installed, and it works correctly. The SDL option does not require any software that isn't part of the app itself.
Also, I can confirm that, under Sonoma on ARM, the Mac OS menu bar is not visible, as reported above, so this is another reason to make SDL the default.
I wonder whether Apple has removed some Cocoa support from Sonoma, and that causes this problem"