sounds like you have not installed HALion Symphonic Orchestra (aka HSO), the sound library for all the orchestral instruments.
Prior to Dorico 1.1 you got everything in one big download and one installer, but now in the Steinberg Download Assistant you get presented 4 Downloads: Dorico full, Dorico updater, HALion Sonic SE and HALion Symphonic Orchestra. You need to get all of them and run each individually.
If you think you have installed HSO then please check following location and see if it is filled with vstsound-files:
/Library/Application Support/Steinberg/Content/HALion/VST Sound/VST Sound - HSO
If they are there and you still get only the synth sound, then please go to following location and delete the VSTAudioEngine folder completely:
On next Dorico startup it will get recreated again automatically. Also, the startup will take a little longer than usual, because the audio engine will scan anew forfs sound files. Then please try with a new project and see if correct sounds do get loaded.
For old, wrong sounding projects, go to Play Mode and choose from the menu Play > Apply Default Playback Template. That shall load the correct sounds into the HALion slots.