That's not entirely true. You can use an IDE which doesn't rely on the native WebDAV implementation. Dreamweaver is nice for this task; and Eclipse has a WebDAV plugin for it (haven't used it though) as well.
While both Windows and Mac provide their own WebDAV clients, neither is particularly good for this job, and we would recommend that you use a third party tool. Dreamweaver's built-in WebDAV implementation is very good, and we have also tested CyberDuck on the Mac.