Is it legal to use WINE to play PC games on Mac?
I take issue with your premise: NO BIG GAMES (with the exception of Portal 2 and Starcraft 2) have been released for Mac this far.)

Evidently, you're unfamiliar with Steam. I don't know what your definition of "big games" is, but in my mind Civilization V, Counter-Strike, Assassin's Creed 2, etc. qualify. Best part about Steam is that if you buy a game, you can download it for Windows and/or Macintosh.

Yes, if you want to play Windows PC games the best option is to use Boot Camp. And yes, you have to buy Windows to install in Boot Camp. Of course, if you were to purchase a Windows PC you would also have to buy Windows. 

So, I'm not sure what you expect here… Apple should throw in a copy of Windows for free? Apple should spend money and resources to incorporate Wine or Cider into the OS and go through the tremendous support and legal headache while simultaneously cutting its developers off at the knees by allowing Windows applications to flood the ecosystem? — not that it would ever happen… ;)

Apple's last OS update, 10.6 was a $30 upgrade. 10.7 Lion will also be a $30 upgrade. Seems to me your beef should be with Microsoft's pricing of Windows. (Oh, and lazy/cheap game developers of course. heh.)

To answer the central question: Wine and Cider are both legal, since they use no code or binary data from Microsoft's implementation of Windows.