The macOS prerequisites doc has a section "Increase the maximum open file limit" detailing how to set a system-wide higher open file limit for processes using launchd/launchctl or ulimit.
Since dotnet/coreclr#14054 has been merged and will be part of the 2.0.2 release, this should no longer be necessary as this appears to have been a bug in CoreCLR trying to set a higher limit itself, but with a wrong value. The value should now be set automatically to the system's highest allowed value (~10500 IIRC) and no manual intervention is needed.
cc @mairaw