The WiMP "plug-in" isn't a plug-in as we know them at all. It's actually an ActiveX control, like most Windows plug-ins are nowadays. Yes, it's possible to write ActiveX controls which work on the Mac, but they'd only work in IE, and no one does them: in fact, the WiMP plug-in is the only Mac ActiveX control I've ever seen.
However, since only IE can do ActiveX controls, it makes an effective way to try and "lock people in" to their browser. There may well be nothing that Apple can do about this.