In order to resolve this, your mac needs to grant elevated permissions to the Heroes of the Storm client. You can trigger your Mac to prompt for these elevated permissions by choosing the option in Settings > Mouse and Keyboard > Disable OS Keyboard Shortcuts
This will pop up System Preferences and a message saying you need to grant permissions to Heroes of the Storm.
If you're not already in Security & Privacy, select that option.
Go to the privacy tab, unlock the settings by clicking on the lock at the bottom left and typing in your password, then put a checkmark next to Heroes. This should fix the issue where your mouse is not confined. You can now use Smart or On confinement.