It could also be that it has to finish up the current task, and on a non-SSD system you then have two problems. One: It takes a while to do anything. Two: It may be so taxing that it simply fails to respond to clicks. I’ve had this a lot in the past, which is why I just sold the dog and bought an SSD.
(Not really. I didn’t have a dog. I just robbed a bank.)
I was able to set “About Unity…” to cmd+B and it overwrote the Unity shortcut for building. Very nice!
It still won’t work for preview’s export function, though. I don’t know what’s that about (getting the Mac OS error sound).