In the launcher, I create a profile lower than 1.6 (only tried with 1.5.2 and 1.4.7) and then I redefine in the profile editor an other game directory (in another Mac volume).
Then I start MC and create a solo game, cut just one tree, save my game and quit MC.
After that I reopen MC and my solo game is disapeared.

I open my file explorer and the world files are correctly stored in the new directory.
Then I'm going into the .minecraft/save folder and I find a second directory corresponding to my world, but this one is really badly configured (missing files for example).
I suppress this directory and copy my world save from the new directory to .minecraft/save.
I start MC and it's magic : my solo world now exists.

I open it and play again (one hour for example) before save it and quit MC.
Then with my explorer, in the new directory, files dates correspond to the playing time.
But in .minecraft/save folder, files dates are not changed.

So I deduce that MC loads game from .minecraft/save, but stores it in the new directory.
With MC version higher or equal than 1.6, this problem doesn't exist.

If in my profile I disabled the 'game directory' option, there is no problem anymore.