There are a variety package managers to choose from on Linux (apt, yum, portage) just as on Mac OS X (which has MacPorts, Homebrew, and Fink).
Perhaps you are thinking of apt, a popular, slick, "best of breed" package manager that is native on exactly one of the many Linux distributions: Debian. It is technically "third party," though "built in," on other Linux distributions like Ubuntu, which is based on Debian but not the same thing as Debian.
Anyway, packaging is a mess on both Linux and OS X. Even on Ubuntu and Debian you have to go outside the built in packager for a truly good experience in certain cases, e.g. Ruby via rvm; Rails and other ruby packages via gem; Perl modules via CPAN, etc.
Yes, OS X would be better with a package manager other than the one built into the App Store, but a lack of one does not make it Not Unix.