It seems Wireshark installer fails to set up permissions.
To fix it, run this manually:-
chgrp access_bpf /dev/bpf*
chmod g+rw /dev/bpf*
Make sure the user is in the "access_bpf" group.
Refs
https://josephhall.org/nqb2/index.php/wrshrkinstll
http://apple.stackexchange.com/questions/138694/what-is-access-bpf-group