Windows has 90% + of the computer marketshare, it would have been the death of Apple if they never made a Windows version of iTunes. They needed to expand their customer base to where MOST people are - which is on Windows PC'S not mac's. Macs are only around 7% of the marketshare of computer users. Apple was about to go bankrupt and the ipod saved their company; without Windows users Apple would have been dead back in 1998. Microsoft doesn't need Apple customers, theres just not enough of them willing to try a Microsoft product.
Microsoft is simply targeting the huge base of Windows computers; why focus on a small minority of mac users that are for the most part hostile towards any Microsoft product? Not worth it.
Plus they need to write Windows Media (encoder/decoder), entire DRM platform (audio layer, video layer, recording) and then start working on the Zune client software. It's easily over a year of work. You are asking them to divert many of their developers over to work on a Mac version when they could be using those developers making the Zune software for Windows much better with more features.
Use bootcamp or parallels; or buy an ipod touch. The touch is a really great device. I had one and it worked well with my mac mini. Use what works good for your system.