Speaking as a Mac user of 20+ years, I can say you should count your blessings that you do have VMWare Fusion/Parallels Desktop/Boot Camp available to you as an option. It may not be worth it to you to buy Parallels+Windows just for AnyDVD, but you're choosing to be in the overwhelming minority of the installed computing base, so is there really a scenario in which that's the only thing you'd use it for? I live in Mac OS X 95% of the time but just the knowledge that I can run any Windows software I want to makes it overwhelmingly worth the investment. There's always some utility, converter, or new app I want to try. (In fact, you make this point, because you already had it for other purposes.)
Of course I'd love to see AnyDVD for Mac, but as a developer I can say it would be a lot of work, and a total start-over for such a low-level application. I can't always blame developers for thinking there's not an money/time/effort case for doing a Mac version of their software. Doesn't mean you shouldn't ask, and rally the Mac support base behind you, but you shouldn't really be let down when they say no. They're not obligated to provide it. The good news is that you have a solution that doesn't require another PC, which wasn't the case two years ago. I'm just happy AnyDVD exists at all.
Also, it must be said that the Mac lags behind Windows specifically for media playback -- it's one of the few things Windows simply does better. (Whereas for media creation, a Mac is fantastic, but I digress.) Windows just has way more software and hardware options, some of which MS deserves credit for. For example, MCE created a need for MyMovies, which (not exclusively) creates a need for AnyDVD. There's an ecosystem. Whereas Mac has its own ecosystem, a much tighter one than Windows does, but HD media playback is not part of it -- it's not easy to replace an optical drive in most Macs, and Apple doesn't provide a Blu-Ray option. This means no BD/HD software players, etc. There's really hardly any third-party DVD (SD) players, even. So developing AnyDVD for Mac would be great, and I'd love it and everything, but it would still be a missing piece of a puzzle. This is why I have Fusion and Boot Camp at the ready (and use a Vista Media Center attached to my TV, remote-controlled with the built in VNC client of Mac OS X).