Hi Maver, unfortunately is likely your Mac doesn't have a Bluetooth 4.0 chip and Apple doesn't have an API on the iPhone to talk via 2.0. It will work on an Android though.
Edit: For the reference - I went to Authy support chat room, and it seems that even though I have a 2012 Mac, system profiler says that I have LMP version 4, which means Bluetooth 2.1. That's why it doesn't work. The support was top notch though.