Right. Most other C++ IDE's aren't cross-platform AFAIK. Well Eclipse is, but it is written in Java IIRC. I think Ajunta may be also. Of course Dev-C++ (well it depends on how you look at it) VS, and XCode aren't cross-platform.
You're right; Dev-C++ isn't cross platform. It's VCL-based, and the VCL is a win32 wrapper.
As for Anjunta, it depends on too many gnome libraries. You
could get it running on Windows or Mac with some work, but the result would be about ten extra libraries all for one program. At least you can easily re-use a gtk installation across several applications (gimp, gaim, and gnumeric).
Eclipse works well on Win, Mac, and Linux/GNU. I've used it on all three and have been relatively impressed at how well the SWT integrates with each platform. You need a 35+ MiB java runtime for it, though -- might be a problem if you're not building java applications. Keep in mind that the IDE itself is around 100 MiB.