Wine 11 rewrites how Linux runs Windows games at the kernel level, and the speed gains are massive
(www.xda-developers.com)
Not necessarily.
I've had a couple instances where a game would run in Wine but not in Proton or even GE-Proton.
It was Warhammer 40,000: Boltgun. Lol. In Proton (or GE-Proton), the game would run but it wouldn't save games, not even autosaves. But I played it using Wine and it worked totally fine.
My point is it's very rare but it can happen.