You are very right they dont, XBMC will only work on a jailbroken apple tv. Its still very new so theres a few things that need sorting still like adding usb support as it can only stream at the moment although im not sure if you could use a network hard drive or not. If your wanting to buy a mcahine now i would say definatly go for a mac mini as the apple tv has been out for 4 months already and we are only just seeing "enhancements", only trouble is a decent second hand mac mini will cost almost 4x the price of the apple tv.
As for XBMC not being as good as Plex, personally i would have to dissagree but thats only due to plex crashing constantly on my macbook :
Copied from plex forums:
Plex started out as the Mac port of XBMC. Due to a difference in development practices & goals for the project, the devs who originally ported XBMC to the Mac forked the code, which became Plex. The XBMC team have continued to develop the ported code independently, which became "XBMC for Mac".
Because Plex runs on a single platform (Mac OS X), we can build for the strengths of that platform, integrating tightly with OS features & bundled applications. We can also introduce fixes & new features faster, since we only have the one platform to test on.
The best advice would be to try out Plex and XBMC for Mac yourself, and decide which you like better. Both can be installed on the same computer without too many side effects. I don't think it matters much whether you run XBMC on one computer & Plex on another (there are plenty of forum members who already do this).