question: cex inside plot()

According to the documentation, the scaling parameter 'cex' is callable 
inside plot().  However,  I can't get it to change anything.

Which documentation?  It is not mentioned on ?plot.  ?plot.default says

      'cex' a numerical vector giving the amount by which plotting text
           and symbols should be scaled relative to the default.  This
           works as a multiple of 'par("cex")'. 'NULL' and 'NA' are
           equivalent to '1.0'.

so note that this is an argument (not a par), a vector not a scalar and of 
limited scope ('plotting' does not include annotation).

Not that not all plot() methods call plot.defualt(), so there is no 
statement that I can see that all plot() calls will make use of an in-line 
'cex' argument.

If I set cex using par(),  the graph parameters scale appropriately.

Is this a bug, is it a Mac-only (quartz) bug, or something else?

We need a reproducible example of what does not work.  It is very unlikely 
to be a quartz() bug, as all this is controlled in the base graphics 
subsystem.   Before calling 'bug', please have the courtesy to lay out the 
evidence carefully.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595