I am not sure how hard would it be for C++ builds - did not attempt that myself yet. There are generators for both XCode and Visual Studio projects, but tricking that into compiling Windows .exe on a Mac would likely need some effort. The easiest way would be to install Windows in a virtual machine, however I feel like you want to prevent that.
There is an alternative in Armory which allows to deploy to all platforms at once - a 'precompiled' engine player called Krom. The way it works is that engine sources are compiled into binary in advance, and the remaining game code is then executed using V8. There is no need to compile additional C++ code then. This is also how the armorbench scene is distributed.
Let me know if this could be sufficient for your needs, I need to add more docs on this matter anwyay. There is also a third way by using the Electron target. However you get a performance hit there, since it's 'just' a browser.