There's applications to do this on Windows too. Using Sandboxie you can create a sandbox on the file system to isolate files (for sketchup for example) in the same way you can use a Wine prefix to isolate a single application.

Of course this doesn't cover all uses, but in my experience Windows tools exist to provide most features you can use Wine for. The difference is having to download 20 apps for 20 things and writing 20 scripts to automate everything versus downloading wine and just writing 20 scripts.