On windows there is a lot of (mostly old) software that don’t work for random drivers/incompatibility. Proton/Wine is something that often you don’t even have to touch in order to use as its integrated into steam, so I don’t see why it should be a downside. Rather, I almost prefer wine prefixes over classic windows as I can decide a program which software should use without fearing weird versions mismatches or other errors steaming from global non-managed installations