If you have a broken symlink somewhere in the path that you are searching in you will get this error No such file or directory (os error 2) on macOS. Not sure how this should be handled though, for example it seems the ag ignores these errors.
$ tree
.
├── bar
│ └── brokensymlink -> ./moveme
└── moveme.broken
1 directory, 2 files
$ rg --files --hidden --follow --glob "\!.git/*"
./bar/brokensymlink: No such file or directory (os error 2)
moveme.broken
The problem that if you try to use rg with another tool that depends on the output, something like fzf it will break or you get some weird stuff.