MP3 players, crapware and Mac OS XOut of the box, Windows computers work with whichever accessories you buy for them. If you get an MP3 player, it doesn't matter who sells it. Walkman, Zune and Sandisk devices all sync with Windows Media Player.
But Macs can't do this. Connect a GoGear to a MacBook and you'll have an unsatisfying USB thumbdrive experience. Mac OS X doesn't have a general purpose device sync app!
Yes, there is iTunes. But it's only there to help Apple sell their wares. It is explicitly programmed to avoid doing general device management. When Palm tried to wire their device into iTunes, Apple made it explicit that OS X isn't smart enough to talk to third-party devices:
"Apple does not provide support for, or test for compatibility with, non-Apple digital media players"
—Tom Neumayr, Apple spokesperson
Windows PCs sometimes include crapware like AOL or the Google Toolbar. This is preinstalled software intended to sell you something; savvy users promptly remove it. iTunes is the same thing. Don't confuse it with an operating system facility; that only leads to heartache.