i, too, am a long-time SE user that is unhappy with SE on mac. i just grin and bear it, but i don't enjoy it. there are actual technical problems that i've raised with support, but they haven't been addresses. even if they were, i'd still LOVE to see a native GUI version for the same reasons already mentioned.
one thing that drive me nuts that doesn't seem all that hard to fix is the keyboard modifier key setup. this is issue 1-AB645. my last email on that case i think summed it up adequately:
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i'm looking for a default set of key bindings that isn't completely overloaded all over the place. consider this:
on windows, ctrl-p brings up the print dialog by default. alt-p takes you to the Project menu.
on mac, command-p brings up the print dialog, but is also mapped to the Project menu.
also, because slickedit is an X application, it has to share keyboard shortcuts with the X server. by default, the stock apple X11 window manager uses comm-q, comm-h, comm-[1-9], etc.
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this was reported in november, but there weren't any related changes in 2007

for quite a while, i was running the windows version of SE via parallels on my mac because i couldn't deal with the pain. i've finally switched to the mac version, but sometimes i regret it.
re: perf issues, SE for me is often chewing up tons of cycles unnecessarily. i've worked with the tech support guys and they've never been able to reproduce it, but that doesn't make it any less annoying to me

anyway, SE on mac just feels like a step backward. when you live in a Unix with a nice, pretty, and snappy native UI, it's no fun to have the application that you spend the most of your time in being a klunky feeling X11 app.
i understand that the SE folks have to prioritize their development resources, so i'm not so much complaining as just noting the way things are. one thing is that you sort of have a chicken and egg problem. the SE folks don't get many sales for mac and so they don't perceive much demand. mac is gaining marketshare from windows every day. if people didn't cringe when they fired up SE on a mac (after seeing the competition), they might actually buy it

cheers,
marc