That's possible, true, but the company deemed it too expensive to supply everyone with two computers and then pay for VS licenses on the top of Xamarin licensing (already rather pricey)
As a former manager IT KILLS ME. We spend millions on salaries but we can't spend thousands on hardware? A $700 mac mini is less then a week of salary. Heck the license fees are more then a mac mini.
This same thing works for OS X running on VMware on a Windows host. While it's not officially supported, it works and is pretty simple to get up and running.
The VM? A coworker had no problems installing OS X in VMWare for his pet project, less than a day.
Visual Studio? This is Microsoft that we're talking about. I haven't done this or seen anyone do it, but I've read articles and it seems as though it has the usual straightforward qualities.