Yeah, this is mainly because Apple's OpenGL drivers are terrible. They're eternally behind the GPU vendor drivers in OpenGL version/feature availability and have worse performance. I'm crossing my fingers that in a few years the clean slate of glNext will give Apple a chance to fix this, but not counting on it...
Hilariously, most of my multiplatform games run better through Parallels (pointing to my BootCamp drive) than in OSX native. How that works I have no idea. (Dolphin is demanding enough to require BootCamp for 60fps, though.)