If your audio is playing in Chinese but your set language is different, and you're unable to change your language, this is likely a result of running the game on a case-sensitive formatted hard drive.
We recommend partitioning your hard drive and reformatting that partition to non-case sensitive APFS using your Disk Utility app and installing the game there. Case-sensitive formats are not supported for Civilization VI. Check out this article from Apple for further instructions.