This is a limitation of LLVM’s mach-O linker upon which we depend. It does not currently support linking 64-bit macOS applications from Windows or Linux. That said, it is open source and we are working on modifying it to resolve this issue. In the mean time, you can build for macOS from a Mac. Given that Apple does not allow you to run macOS from a VM, if you’re going to develop applications for macOS, you should have a Mac for testing anyway. Releasing an application on a platform upon which you have never tested is not wise to say the least. Any type of license for Xojo you have that allows you to compile for more than one platform also allows you to install your license on more than one computer which means you don’t have to buy another license from us in order to be able to build Mac apps when your primary development platform is Windows or Linux.
This is certainly an inconvenience for some and for that we are sorry. I can only say that we ARE working to resolve the issue ourselves rather than wait for the LLVM project to resolve it.