By default, my Mac is connected to (much faster) Ethernet, not WiFi. This is done through an OSX “Location” setting that deactivates WiFi and activates Ethernet only.
Attempting to setup a photon from the command-line failed. (It sort of activated the WiFi as the WiFi logo flashed in the menubar.) But then it said something about my Mac not being connected to the internet. (Well)
Activating my “WiFi” Location (i.e. Ethernet off, WiFi on) fixed the problem and the photon could activate successfully.
I suggest you either document this behavior, or better, support wired configurations as well.