1. What happened
On the manual page "Overview, Basics, Interface, Publishing Builds":
http://docs.unity3d.com/Manual/PublishingBuilds.html

... the description in "Building standalone players" says:
"On Windows an executable file (.exe) will be built, along with a Data folder which contains all the resources for your application. On Mac an app bundle will be built, containing the file needed to run the application, as well as the resources."

Now, this is small but significant:

This should read "For Windows ..." and "For Mac ..." nor "On Windows ..." or "On Mac ..." as you can build WIndows, Mac OSX and Linux applications on either platform.