I know, I couldn't believe it either but apparently it's true. On another note, I am working through the day to finish an uber post on Rocketboom demographics. Its the most thorough to date.
"Zune" is a brand not a product. The current hardware player is just a USB doodad -- and I'm sure works it fine with anything that has a USB port.
The software is different. What you're saying is that their crappy little iTunes app doesn't work on Vista.
Not surprising, since Vista isn't out yet.
When Vista missed Christmas they had two choices: make Christmas with the hardware, or wait until after Christmas.
The Xbox team is more retail focused. The decision isn't surprising. I'm sure they're more than capable of making the software work on Vista and even on the Mac if that's interesting to them.
My guess, though: is that the Mac isn't a huge priority. Not everyone agrees with your "each everything must be everywhere" strategy.
Sometimes it's better to focus and have massive marketshare on Windows and forfeit the distraction of Mac, where people are a lot more picky about their music products and software.