That's why I said natively.

I agree with what you said, but it's also important to clarify that a lot, but a lot of pirate Windows software doesn't run on Linux with just two clicks, even with Wine, it doesn't look like it but check c/LinuxCrackTips.

Games like Forza Horizon 5 or Monster Hunter World (just to mention two examples I have in mind) need to run under a specific Wine prefix that is usually not as simple as searching on internet which prefix to use, it's pure proof and pain of trying until the game miraculously opens, and many times if it's not the problem of the prefix itself it's because you have to add specific environment variables, sometimes you need specific dependencies that you don't have any idea, sometimes said dependency is DX11

I think that even sometimes is worse, Days Gone for example ran with lag because I used "system sync" and not "esync" and here it wasn't even the prefix problem, it was of that, nobody told me, I had to try it myself.

And not to mention that when you want to download pirated games on Linux it's best that they're a crack made by Empress, since she/he has to work specifically with Proton binaries to make it work on the Steam Deck, look Resident Evil 4 Remake where Empress had to create a crackfix specifically for Linux (better Linux support than Capcom herself, heh) because the game to Linux users under Wine/Proton threw an error, but the same game on Windows didn't suffer from that.

And finally, there are programs that just don't run because "Your GPU isn't supported", that mean that the program it's not detecting the driver, so I find it hard for something like a cryptominer to work in Linux under Wine, but of course it can happen.

Personally I use Bottles, since Bottles allows me to manage my prefixes and their processes in an orderly and clean way with graphical interface and within a flatpak container (which I know, it is not necessarily the safest thing, but it is inside the Wine container, and the Flatpak container that gives me more security) but within Bottles I can close all the programs and processes that a prefix has open with a click, if I had Wine installed at system level where the programs ran to two clicks I actually would worry too much because I would not have the same level of management as in Bottles.