Well, it could somehow be made to check if there's DirectX on the platform, and then if you set the renderer to DirectX (or something) it would use DirectX. And, I think it might be a benefit to some, since it may allow more Windows users to play it, and I think that DirectX may be a bit easier on the CPU/GPU.
This is never going to happen. And no, DirectX is not one instruction cycle or bit of data easier on CPU/GPU -- it's just supported one one platform. Occasionally, Direct3D will have support for new GPU features that OpenGL doesn't have yet, but give them about 2 or 3 months and there's a release of OpenGL that has them. Currently, OpenGL is at version 3.1. As a matter of fact, we're planning on removing support for direct sound, since openal works just find on both platforms. We're also going to remove pretty much every other line of windows-specific code where open libraries can fulfill the needs (like openal, SDL, etc.).
The overarching idea is that when maintaining code for two different platforms is a superior pain in the arse! When a single set of code works on all platforms, now we're making sense!
As far as OpenGL 2.0 support, there are currently classes for pixel shaders, but they were never fully implemented. Unfortunately, appearances are a bit low on the list but I agree, I think it would be nice to have support for a lot of modern features (bump mapping parallax mapping, skeletal animations, flying rabbits and pixel shaders).
