Wine 11 rewrites how Linux runs Windows games at the kernel level, and the speed gains are massive
(www.xda-developers.com)
I don't think it's heresy, but I do think there's value in devs shipping native Linux builds. It's a Mindshare thing. If devs never target Linux they won't build with Linux in mind.
But as a user, it's fine to use whichever version gives the best performance.