It should absolutely run faster under Windows/Bootcamp on the same machine. It has nothing to do with one OS being better than another, and everything to do with the underlying graphics tech being used. Basically, there are two types of graphics tech (also called an API, or application programming interface): low-level an high-level. OpenGL is an example of a high level API, it runs on top of the operating system. On the plus side it's generally considered to be easier to work with (when coding), but on the down side it's slower. Microsoft's DirectX is an example of a low level API, it provides more direct access to the graphics hardware. It can be trickier to work with, but since the program is accessing the hardware directly it tends to be faster.
For years, Apple has only offered OpenGL support and there just wasn't really any low-level API available. A few years ago, they finally bit the bullet and began development of their own low-level API, called Metal. It first debuted for iOS devices, and encouraged by the performance (as well as developer response) they developed Metal for OSX (now called macOS) in 2015 for the release of El Capitan.
Currently, Civilization 6 for Mac does not support Metal - but I think that the OS requirement of El Capitan or later signals Aspyr's intent to eventually get there. Compared to the average game that comes and goes in a span of months or even weeks, Civ is a big-budget A-list title that tends to stay a strong seller for years after release. They'll also add to it with downloadable content packs (at least 4, based on the digital deluxe edition) - all that gives Aspyr plenty of incentive to add Metal support. Blizzard did that with World of Warcraft back in July, and it made a huge difference in performance.