Hi, I use Unity aswell. I am aware that there is the platform, Win/Mac/Linux. However, once you are within that platform you must select which one of the three you are building for. This is done by changing the 'Target Platform' field. You may need to install an additional component via the Unity hub to create builds for macOS. I can tell you from experience that .exe does NOT run on macOS. MacOS's equivalent is the '.app' file extension. If you look in the build for your game, there is only '.exe', no '.app' files.
See here https://docs.unity3d.com/Manual/macos-building.html for building to macOS. The target platform in their build settings has been set to 'macOS'. This will produce a '.app' file.
See here https://www.lifewire.com/exe-file-2622732 for more about .exe files, take note of the supported platforms.
While there are several methods on macOS to emulate a Windows environment to run a '.exe' file, it is not natively supported, requires extra software and is a bad experience