I ran into this with Sony originally. In the end it resulted in ditching them as a company since it just so infuriated me. That said, getting around this is relatively easy. You don't need a Windows machine to resolve this.

What you need is The Unarchiver The Unarchiver

Once installed, you simply download the executable you need and double click on it. It will unarchive the file as seen in the screen shot below. You can then utilize whatever means you'd normally use (USB fob, SD Card, optical media, etc) to update the firmware on your device.