For whatever reason, OS X does work that way for scrolling; while typing this comment I can point at and scroll the window behind this one. Not sure why typing doesn't behave the same, though.
I have to say I like OS X's behavior much much more. Directing key strokes to a window that my mouse just happens to point to would be very confusing (to me at least).
You do have to enable this setting in Linux. By default, most Linux distributions behave like Windows and OSX, so folks like me who never used Unix workstations have no way of knowing they're missing out on what I consider one of the key advantages of the Linux desktop. I finally learned about it from Steve Yegge's blog post. Ironically, three years after falling in love with focus-follows-mouse because of Yegge's frustration with OSX, I joined a company that is all OSX on the desktop. Le sigh....
