So I was interested and I just tried it on Windows 11. It sort of works, but it's honestly not that great and I wouldn't recommend it. I had a simple 2D game that can get over 10,000 fps on my Linux box. I tried it on Windows 11, latest WSL2, and Ubuntu. It did run, but it was at about 120 fps and it would fluctuate (between around 100 and 140). I mean, it was great that it could even open and appeared to function, but that is a huge drop in performance. Then I tried a more intensive 3D demo and it loaded for 30 seconds and then crashed. Also, while I was running the 2D test I stepped away from the computer with the window open and then when I came back my whole monitor was black and I could not get back to Windows (had to hard reset). So it is alpha quality at best, not really usable for anything serious.
Wine did better. I exported the same projects for Windows and ran them on my Ubuntu machine and they worked fine. The 2D demo was getting 6,000 fps, so a drop for sure but still very good. And the 3D demo worked and got about the same performance as Linux native (about 10% less). So that is a good sign.
But what exactly are you trying to accomplish? Running any apps non-native is not going to be great. Especially if you are developing and you don't know if you seeing bugs in your code or in some emulation layer. So it doesn't seem particularly useful. Just based on my tests, I think Linux is a better choice, but you should still choose the platform based on what is supported natively. Also, Steam Proton is good for commercial games, so you don't have to worry about Linux not having games. And most of the best free tools are cross-platform and work on Linux fine like Godot, Blender, GIMP, Krita, Audacity, LibreOffice, etc. But Windows does have more proprietary apps, especially some big ones like the Adobe Suite. So it depends what you are doing.