And often the "native" build is using the developer (or porter) closed source buggy wine-like compatibility layer (sometime seven using Windows PE binaries directly). Wine is usually superior especially in the long term.

Some native ports are high quality though, like everything Croateam does and a some of Feral ports.

At the end of the day the only thing that it is important is support. Community supported wine/proton is vastly better than an unsupported "native" version.