I'm happy with Steam on Windows but hate its behavior on Mac. It's slow and keeps stealing focus while starting up. I haven't gotten the "choose user" thing though. Cmd-Q does quit Steam for me.
I agree, the Steam Mac app is a lot worse than it is on Windows or Linux.
I would suppose that’s because they’re just running it in some kind of wrapper rather than having any kind of native implementation, that’s just an assumption based on how it feels to use though.