It transpires that JAGS 4.0.0 for Mac OS X has an unwanted runtime dependency on libgfortran. The bugs module will not load on systems that do not have libgfortran installed. This has been corrected with the release of JAGS 4.0.1, now available from Sourceforge.
This is for Mac only. There will be no official release of JAGS 4.0.1 for other platforms, as these were unaffected by the bug.