High, you are not alone in this endeavor.
Comments in "Does SageMath work on Mac OS 10.14.6" of sage-support-group might help.
But first, please make sure you have not invoked sage before you movesage
to desktop.
Sage rewrites the links inside its code when it is invoked for the first time,
(through SageMath-X.X(.app) or through command line "./sage".)
If one moves SageMath after this invocation, Sage cannot find modules it uses.
If your case matches this description, I think you can fix it by installing SageMath again.