Well they do know because you are signed in to MobileMe on your mac so there is a 'link' from your Mac to the service. The ironic thing is there IS true push from the 'cloud' down to the devices, anything I update on the cloud causes my little sync thing to immediately start turning on my Mac and my calendar updates immediately.
I'll have to try that at home tonight. Seems like there have been some conflicting comments about this throughout this tread. Unless Apple is doing the push (cloud->client) on port 80 I just don't see how this could work.