I have seen people claim that the can, and people discussing it, but the website says that they only support Windows...

Have I misunderstood something?

There were native versions of at least Fallout 1+2 twenty years ago but those are NOT compatible with modern Macs.
Just use Wine with the GOG releases and you'll be fine.
https://winebottler.kronenberg.org/
https://www.codeweavers.com/crossover

http://www.gogdb.org/products?search=fallout
Bethesda+GOG *stole it* from us.
Current Classic Windows builds are broken, and not classic at all. MAC builds is fine - but not available to download for buyers after Bethesda take rights.

You can find solutions to this on some websites... you know what i mean.

Installer files names can be obtained from MaGOG Db, but it closed - find MaGOG Db two data files (txt and json) and look into them.

Im not sure if this is right names for actual latest MAC-build, but here what i google-it
fallout_1.1.0.7.dmg - 562.28 MB (589601410)
fallout_2_1.0.0.14.dmg - 587.25 MB (615779934)
fallout_tactics_1.0.0.7.dmg - 1.56 GB (1680950357)

This is Windows version +emulator builds.
Very old installers probably without digital signature - so it be danger to download them somewhere else.

I just tried fallout 2-ce: works great.
Also quote from it's github page: Runs natively on Intel-based Macs and Apple Silicon.

Personally, I wish I could play both classic fallouts on the Nintendo Switch. And...... both games fixing as many bugs and restorations as possible [think Fallout 2 Restoration Project and the restored good endings for The Hub and Followers in Fallout 1 for instance]. Likely not gonna happen, as Microsoft AND Nintendo'll have to agree to it along with Bethesda [I think? Not entirely sure.].