Well, actually there are people creating GNUstep apps out there I thought it might be another target for Lazarus, a relatively easy one in case it is really so similar to Cocoa as claimed...
When you make an LCL app, you're programming against the LCL, not against the underlying widgetset. So having a GNUstep widgetset would not provide any benefit (and probably numerous drawbacks) over, say, using the Win32 widgetset on Windows or GTK2 widgetset on Linux.
The other case would be creating pure GNUstep apps and not using the LCL at all. But then you would need compiler, form designer, IDE, etc. On Mac, we can use FPC and Xcode and thereby utilize the full feature set of Xcode to create Cocoa apps. Something similar would be needed for other platforms.
A more likely scenario (although still in the realm of science fiction) would be if Apple releases an Xcode for Windows. If you have Windows, install Safari or other Apple app, then look at Apple's files under Program Files\Common Files and you'll see many DLL's with familiar OS X framework names (Foundation, CoreFoundation, etc.). Although no Cocoa, which suggests that they used Win API for the UI, not Cocoa. The point is that Apple already has most of the common frameworks ported to Windows. The question would be what strategic advantage an Xcode on Windows would provide as the world shifts to iOS and other mobile OS's and away from desktop OS's.
Thanks.
-Phil