It's normally best to run on your native platform - it just makes launching it simpler. Neil has posted back on your post about the issues you were having with Mac OS Sierra. Thanks very much for posting that.
Some of us are using Protege on Sierra but - importantly, as it turns out - had already installed Protege before upgrading to Sierra.
Why is it more complex to get the installer to run on Mac? A few versions ago, Apple introduced some controls on installing software, specifically about where it has been downloaded from. Until Sierra, it was possible to adjust these security settings to allow software to be installed after it had been downloaded from sites other than Apple or the App Store. This is option has been further buried now in Sierra. However, it is still possible to allow software - in this case from Stanford University - to be installed by running a simple instruction on the command line.
We strongly recommend that you switch these Mac security settings back once you have run the Protege installer.
Neil has updating his post to describe this process. Once you've allowed the installer to run, Protege 3.5 will run just fine on Mac OS Sierra.
I should also say - in answer to one of your other questions - that Protege 3.5 is the latest version that works with the Essential Architecture Manager toolset. Protege 4.x onwards has taken a different direction, away from capabilities that are required by Essential