Same here, and I've also noticed the library churn is a problem: Heroes of Might and Magic 3 and Neverwinter Nights both have had official Linux ports/releases, and neither of them run on modern Linux distro's because of library incompatibilities (in the case of NWN, it's because of libSDL, don't remember the issue with HoMM3).
Even my recent purchases on GOG where there's plenty of native Linux to be found, I usually download the Windows version because WINE is a more stable platform in the long run, in my experience.
The latest version of Neverwinter Nights Enhanced runs without issue on Linux Mint 20.
The Beamdog Client no longer seems to work (pango lib issue), but GOG installs just fine. I like Beamdog and appreciate their ongoing support for Linux and have in turn purchased NWN gift keys for many people, but man - fix the Linux client please.
(Beamdog, feel free to contact me and I'll fix the broken client for free - seriously).
To be honest wine is so awesome it makes games run better even on Windows.
On another computer I had, with the supremely buggy nVidia Optimus, SimCity 4 and Arcanum: Of Steamworks and Magick Obscura both worked correctly only with Wine DLLs on their folder, preventing them from using Windows normal APIs.
HoMM3 has an open source port, and NWN not because of LibSDL, which still works, but maybe with GL functions, something solveable with an env var. If it's OSS related, wrappers exist.
Even my recent purchases on GOG where there's plenty of native Linux to be found, I usually download the Windows version because WINE is a more stable platform in the long run, in my experience.