if you create html layout like so
The :nth-child pseudo selector looks at the DOM element's (non-zero indexed) index, not within the selected (matching) elements. MooTools added the ':odd' selector to select 'real' odd elements, therefore the index starts at 0.
So in your example, selecting '.a:nth-child(odd)' will return all li.a elements, because the index starts at 1. Selecting '.a:odd' selects nothing, because there are no 'real' odd li.a elements.
What you probably want, is to select the ':nth-of-type' element. So selecting '.a:nth-of-type(odd)' would return all odd li.a elements (the first and third one - it uses the DOM element's index).
MooTools does not support the ':nth-of-type' selector by default, but you can extend the selector engine using the Selectors.Pseudo class (can't find an example right now).