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I think I have installed all the necessary files, but this error keeps persisting:

dyld: Library not loaded: /usr/X11/lib/libX11.6.dylib
Referenced from: /Applications/pcsx2 0.9.7 Alpha.app/Contents/Resources/pcsx2/./pcsx2
Reason: Incompatible library version: pcsx2 requires version 10.0.0 or later, but libX11.6.dylib provides version 9.0.0
Trace/BPT trap
logout

I have no idea why this is happening. Any help?

It means just you need the newer version.

Your current version is 9.0.0 as reported, PCSX2 expects it to be 10.0.0

So you need to update your X11 (Xorg).

Edit: sorry, I jumped on the question, I don't know Mac very well, still I do believe the answer is valid yet about the need of update, whatever brings that lybrary.