As a lesser frustration, most Windows games I play natively support the Xbox 360 controller, whereas almost no OS X ports do.
Of course these are relatively low requirements games. Do you have examples where the performance difference is relevant, and the games actually unplayable ?
Wine and other "Translator" are moving fast too, in a few release you'll see a lot of big improvements in the graphics area. Crossover latest release already profit from that.
Plus they manage to have even more buggy OpenGL support, and their drivers are well known among OpenGL developers for lying about supported features.
Even if it was three times this price, what has that to do with its ability to play games ?
The cheapest iMac with dedicated GPU costs 1549€.
The cheapest Macbook with dedicated GPU costs 2649€.
A gaming rig that outperforms any Mac hardware can be obtained around 1000€, or even lower if a local OEM is used.
So why pay 1300€ for a refurbished Mac, when a brand new computer can be obtained for much less, given the saving effort one needs to do?
If you're into indie games/GoG oldies it makes literally 0 difference what hardware you run most of them on as long as they actually run on that OS.