Gabe Newell from Valve explains why they don't support Mac OS X:
When asked about why there have been no Mac versions, Newell claims that they have tried to work with Apple over the years, but there has been a definite lack of follow-through on Apple's side.
...we have this pattern with Apple, where we meet with them, people there go "wow, gaming is incredibly important, we should do something with gaming". And then we'll say, "OK, here are three things you could do to make that better", and then they say OK, and then we never see them again.
The cycle then repeats itself when a new group of people replace the old ones at Apple. Newell goes on to say that "they seem to think that they want to do gaming, but there's never any follow through".