Just chiming in to say I have the same problem. It works fine on my native Macbook pro retina display, but when I connect it to my external Dell display all I get is music, mouse pointer and a black screen.
I managed to trick it by using my native screen first, and then inserting the display port cable to the Dell while still running the game. It switched over, but then it was windowed and I couldn't get it to full screen.
To make matters even more confusing I tried to connect it at work this morning, and it works here for some reason! I have a Dell here too, but it's bigger. Will try again tonight.