For this to work you'll need to put this in your ~/.zshrc (or equivalent rc file):
lg()
{
export LAZYGIT_NEW_DIR_FILE=/Users/jesseduffieldduffield/Library/Application\ Support/jesseduffield/lazygit/.lastd
lazygit "$@"
if [ -f $LAZYGIT_NEW_DIR_FILE ]; then
cd "$(cat $LAZYGIT_NEW_DIR_FILE)"
rm -f $LAZYGIT_NEW_DIR_FILE > /dev/null
fi
}