I've got a macbook air 13" with an HD 4000 graphics card. Deus Ex runs just ok on it.
Is the performance on Windows better for this game? If so, is it enough to matter?
The problem with this question is that there is no such thing as "performance on Windows" since Windows can run on a lot of different hardware. The answer to every "Mac vs Windows" question is that it depends entirely on the machine's hardware, (almost) regardless of the operating system. If you have a 300$ Windows machine, Mac will be better. However, if you spend 5000$ on a Windows machine, chances are it will be better suited to run games.
What you need to compare is not operating systems, but the underlying hardware. However, even with the hardware specs., unless you actually test a game on it, it is hard to "predict" how well it will run. A good place to look for information like that are hardware forums, or better yet forums for the games themselves. Most game forums have a technical section where you can discuss just that. Here is the link to Deus Ex: Human Revolution's technical forum: http://forums.eidosgames.com/forumdisplay.php?f=298
I don't have firsthand experience with either version of Deus Ex Human Revolution, but I game frequently on a Mac, and in general, games will always run better on Windows than under Mac OS X. Windows is simply more mature as a gaming platform, and developers pay more attention to performance there, because that's where the customers are.
However, the performance on the Mac is frequently good enough to keep me from bothering to reboot into Windows, but if a game is running borderline-acceptable, I can almost always squeeze a few more frames per second out by switching to the Windows version.
This Anandtech article is a few years old now, and things generally perform much better under Lion, but the core of it is still valid: http://www.anandtech.com/show/3759/mac-os-x-steam-performance-half-life-2-episode-2-still-slower-than-windows/ You will never get better performance on OS X, the only question is how much improvement you'll get from rebooting.