Heat 2 tablespoons olive oil in a large skillet over medium heat. Cook and stir onion in hot oil until softened slightly, about 3 minutes. Stir brown sugar with the onion; cook until sugar dissolves, about 1 minute. Add mango, pineapple, and red wine; simmer until hot, 3 to 5 minutes. Transfer mixture to a bowl. Return skillet to stove.
Heat 2 tablespoons olive oil in the skillet. Season mahi mahi steaks with salt and black pepper. Coat steaks entirely with blackening seasoning. Cook steaks in hot oil until until the fish flakes easily with a fork, 3 to 4 minutes per side. Plate the steaks and top with the mango salsa to serve.