I cannot reproduce this with both 3.1.2 and 3.2a (py3k:80693), in both cases I get the same output as you do on Linux. This is on OSX 10.6 though, I haven't tested on 10.4 yet.
What is the output of the locale command on your OSX system? Mine says:
$ locale
LANG="en_US.UTF-8"
LC_COLLATE="en_US.UTF-8"
LC_CTYPE="en_US.UTF-8"
LC_MESSAGES="en_US.UTF-8"
LC_MONETARY="en_US.UTF-8"
LC_NUMERIC="en_US.UTF-8"
LC_TIME="en_US.UTF-8"
LC_ALL=
And what is the value of "__CF_USER_TEXT_ENCODING"? My is:
$ echo ${__CF_USER_TEXT_ENCODING}
0x1F6:0:0