A lot of that is because OS X OpenGL drivers are just not good. If you look at https://developer.apple.com/graphicsimaging/opengl/capabilit... the support is currently stuck at OpenGL 4.1, with virtually no recent extensions supported (things like ARB_buffer_storage which give a great boost to applications like Dolphin are unsupported, for example).
I've heard that before, but oddly enough, performance in a Parallels VM is often close to native Windows for me, despite ultimately going through those same OSX drivers. Someone on HN hypothesized that this might be due to Parallels' shader optimization.
That's what I meant: I'm pretty sure digitalriver.com is Microsoft's own CDN, used for App Store and MSDN downloads. You can even verify the hashes on an actual Microsoft subsite — possibly here? http://msdn.microsoft.com/en-us/subscriptions/downloads/