To be more precise about Mac OS X (now called MacOS) /
in the Finder is interpreted to :
in the Unix file system.
This was done for backward compatibility when Apple moved from Classic Mac OS.
It is legitimate to use a /
in a file name in the Finder, looking at the same file in the terminal it will show up with a :
.
And it works the other way around too: you can't use a /
in a file name with the terminal, but a :
is OK and will show up as a /
in the Finder.
Some applications may be more restrictive and prohibit both characters to avoid confusion or because they kept logic from previous Classic Mac OS or for name compatibility between platforms.