Since OSX El Capitan applications can no longer list AirPlay devices unless they are first selected in your computers System Preferences Sound pane.
To play TIDAL using AirPlay:
1. Open System Preferences.
2. Click on the Sound icon.
3. Select Output tab.
3. Select the AirPlay device you want to use.
4. Go back to TIDAL > Settings > Streaming.
5. Select your AirPlay device.