It's possible, and if I recall, it has been known to for some games (this was a couple of years ago when I was more interested in Wine and gaming, and even then not the most recent titles). Depends on your graphics drivers, etc. but there were some operations that were more efficient through the translation layer and OpenGL than DirectX directly (probably version 9 at that point).

I have no idea whether that's the case for modern DirectX and more recent games though.