I don’t know, I don’t game under Linux. But from my own wine experience, maybe to play some games that were ported to Linux and available first-party but have some form of crippled experience or bugs and playing the native Windows port is the way around it.

(Eg Netflix plays on Firefox/Chrome under Linux, but if you run Chrome under Wine on Linux instead, you get 1080p video instead of crippled 720p crap.)