Ping uses ICMP Packets, first type 8, ECHO, then the response, type 0, ECHO_REPLY, these packets are datagrams, and therefor can not attach to ports since they act on layer 1 and 2, but do not go up to layer 3 or above, so they will stay in the NIC and not go into the TCP/IP Stack in the kernel.
IIRC, when you do a ping in Windows, and specify a port, its an actual TCP packet, and not an ICMP packet.
You have to remember, OS X is very standards compliant, more than other OS's, therefor, the "features" in other OS's might not work, but what does work, works as per the RFC/standards that define them.