I unregistered the previous install with ghc-pkg unregister (for mysql and mysql-simple) and I tried:
cabal install mysql --extra-lib-dirs=/usr/local/mysql-5.6.11-osx10.7-x86_64/lib
But I get the error again:
Then I presume whoever wrote those bindings didn't follow the rules, and you'll have to contact them to find out how to get it to work properly. (Unfortunately there's a decent chance they made it work on Linux and don't know about other platforms, and their only suggestion will be the LD_LIBRARY_PATH one which will not work properly on OS X, as you found.)