On macOS Monterey (macOS 12), the default python3 (/usr/bin/python3) is version 3.8.
However, Gurobi 9.5 and 9.1 only support arm64 for Python 3.9. So if you are on a machine with an Apple Silicon chip (for example M1) and you want to use gurobipy with a full Python distribution (not just gurobi.sh), you will need to install Python 3.9 for arm64 -- for example from python.org.
With Python 3.9 for arm64, both pip install gurobipy and python setup.py
install work fine.