It can get funny sometimes. There a game from 1999 that I had troubles running in Wine on Linux all the way back in 2005, and wrote a patch for it:

https://aow.heavengames.com/cgi-bin/forums/display.cgi?actio...

And then the same error message started showing up on Win10. Thankfully the same patch still works...

Not to mention for the different games that need different environments/configurations/libraries it's much easier to manage a bunch of profiles than a bunch of windows installations/VMs.