It's true with any web browser I've tried (being IE, Safari, and Firefox), and on any platform. The only way I've been able to access the epub versions was by using the Windows version of the B&N software, and by copying directly from my Nook.
Wine might work. If you drink enough, the pdb's might start looking like epubs. No waitasec... I mean you might be able to run the Windows version of B&N using wine (the open source Windows emulator) on Mac OS X. (It's late and I'm tired. I'm being a good hubby and waiting for my wife's blanket to get out of the dryer.
) I didn't have any luck running it on Linux (I've got a powerbook--can't try it on Leopard), but I didn't try all that hard and someone out there may have figured out how to work it. I suggest to Google wine and Barnes and Noble eReader.