The answer is I had the wrong RubyCocoa 0.4.1. I think in the CVS instructions in this article, where it says "rubycocoa-panther", is the killer. It needs to be not the '-panther' version, but the current 'real' version, in order to avoid the broken install. I don't understand CVS well enough to be sure.
From the RubyCocoa-talk list:
Although that VERSION says 0.4.1, it isn't the 0.4.1 release. You've checked out an old version of the code that was used for working on initial Panther support.
The VERSION file for 0.4.1 release looks like this:
VERSION = "0.4.1"
STAGE = ""
RELEASE_DATE = "2005-03-25"
Probably easiest to go with the 0.4.1 source tar: