Microsoft's official documentation gives you the answer. Unfortunately, it's not possible to fully work on Visual Studio like you do with iOS projects:
Xamarin.Mac projects (macOS desktop apps) can be opened in Visual Studio and compiled to check for errors, but Mac applications cannot currently be built for distribution in Visual Studio.
Also, the release notes of Xamarin for Visual Studio 4.2 states the following:
Xamarin for Visual Studio has gained minimum support for Xamarin.Mac. This release enables Visual Studio to load and recognize Xamarin.Mac projects as supported. However, this minimum support allows only to build Xamarin.Mac projects without using the native Mac tool chain. The build process is performed locally on Windows, generating IL assemblies that cannot be used for running or debugging apps, and it doesn't create application bundles.
We're currently at the version 4.11 and there hasn't been any news since 4.2 about extended support for macOS projects. For now, you'll have to do with minimum support.