What's up with reading Visio documents on OSX anyway? Why should that be so hard? What business decision drove not supplying Visio with the Office stuff on Mac anyway? They give you Excel, Word, OneNote, PPT etc but not that.
Visio was a separate product by a separate company until well after Office was established. Then MS bought it and (sorta) integrated it into the Office suite. I'm betting that Visio is still very different under the hood compared to the rest of Office.