I've tried installing into all 3 bottle flavors with identical results.
The installer finishes normally, redisplaying the Bullfrog launcher/installer for the game. "Play" is an option, but there's no feedback that clicking it does anything. If you exit the launcher, the CrossOver installer finishes normally as well.
Running via the DK2 icon in the CodeWeavers dock, or running through the Finder both generate a DK2 icon in the Dock but after about 5 seconds, the Dock item disappears. I don't know if it proves anything, but I also tried starting the game from the Bullfrog launcher after starting the launcher with the CodeWeavers installer (thereby manually selecting the bottle to run it I guess :) ) and got no different result.
No joy.
-Matt
P.S. Running the latest updates for OS X Leopard and CrossOver.