As we all know, the Zune isn't necessarily the only external device that has difficulty with the Mac platform. I have a Palm device which doesn't sync very well with my Mac even though I got the Missing Sync and Palm Desktop for Mac. It just doesn't work well since it doesn't support many features. Not a big deal since I'm kind of moving things like scheduling and contacts over to the native iCal and address book for those types of things since I now have a portable Mac. It's usually with me when I need it.
I haven't even bothered to try to get my Windows Pocket PC PDA working with my Mac, but that will be earmarked for whatever Windows PC my future employer might issue me, or possibly my Parallels VM. Sometimes you need to keep it Win to Win, and Mac to Mac.
Anecdotal story: I was at the Apple store today picking up my wife's Macbook from a repair. While waiting for them to bring it out there was a young woman who had brought in her iPod for something or other which was not clear by her description. Something about the music files or other and the 'Genius' was attempting to figure out what her problem was; a difficult proposition when dealing with the non-tech public. She wanted to demonstrate what her problem was to the tech so she brought her computer in for this purpose. I observed her picking up her laptop bag and when she opened it up inside was a largish Dell portable computer.
I was tempted to lean over and say to her "Well, there's your problem" but refrained.
At least with the iPod it works across two platforms. The Zune, not so much. Intentionally by its' manufacturer.