Apple seem to believe this extremely strongly and keep finding new ways to prevent you doing it.
I basically agree, and at work we have a Jenkins master + cluster of build machines. But this does incur substantial sysadmin overhead even if we're using Ansible and all the Windows ones are VMs. (Mac, again, hates being either virtualized or stuck in a rack, and will occasionally insist on someone using the physical display and keyboard on the actual machine to perform updates)
And yes, you should have a Mac for local testing of you target OSX, but it's still useful to have an easy way to run a matrix of platforms in CI.
Jenkins is fine but hard to call it better than GH actions, subjectively.