It is just a myth. I think the only think I own that "Just works" is my my coffe cup. It does what it was meant to do flawlessly and has never given me any operating errors.
I wouldn't even call it a myth really. It's just marketing jargon. I just find it annoying when people go spouting off to people looking to switch that they should do so because "it just works", when in all actuality, every computer out there has it's fair share of problems. I can guarantee that Mac's probably have less because basic operation is much simpler, but when ever a user starts adding stuff or hardware breaks or just doesn't work as it's intended, they'll definitely be angry at Apple, because their machine is supposed to "just work".
I mean, take a look in any Apple related troubleshooting forum. If their computers did what their marketing tells you they do, there would be no need of Apple Care or warranties.
Ever see Tommy Boy, where he's giving the, I could stick my head up the butcher's to see the steak but I'd rather take the bull's word for it, speech?
If you're any kind of user that knows "in depth" (which shouldn't even take that much knowledge, just more than your basis PC user) knowledge about Windows and computer hardware and software, you'll know that there's bound to be trouble with whatever platform you use. If you're any kind of person that doesn't let every advertising campaign tell you where to spend your money, then you'll know that not all marketing is completely and utterly true.
So I'd abandon the "does it just work or is it a myth" look at the topic and just use your iMac when you get it. A lot of the programs you described work much better (can't believe I'm typing this one, huh?) than the PC counter parts. There's even SQL databases that can replace Access. They're not integrated like Access is to the rest of office or even Windows, but they're there. And you can always run parallels to use an MS program rather than to boot into Windows with bootcamp.