TBH running through a Win32/DX API shim isn't much different than running through SDL, yet Linux games using the SDL are considered "native" but Win32 games running through Proton are not?
(the Win32 and DX APIs are also much more straightforward to use than wrestling directly with X11, Wayland, Vulkan and the Linux audio API flavour of the month)
Yet Proton game work better and with greater performance than most native ports, which are created once by third-party teams (i.e. Feral), never properly tested or rarely updated.
Soon Wine will have Wayland support and 99% of those ports that no one is willing to update will remain stuck on X11.
Good luck running a >20 year old native Linux game on a modern Linux distro without recompiling.
A Proton like layer would also totally make sense on Windows, assuming that support for older Windows APIs is better in Proton than on Windows itself (which isn't a far fetched assumption).
All of this already exists on Windows. They're already drop in DLL replacements that smooth out compatibility with older versions of graphics APIs among other APIs. And old support for old games actually isn't that bad on Windows 11. No one has heard of this game, but I could just boot up the old Japanese PC game Abyss Boat and it kind of just works. If I use a DLL replacement or something like dxwnd or dgvoodoo2 it's even better.
With a Direct Draw replacement like the one from WineD3D your game/software is not better; the game literally stop beings a Power Point presentation and gets fully playable.
But, by default, you'll get a slideshow in a game that would run screamly fast under a Pentium 3 and a Windows release from its era.
(the Win32 and DX APIs are also much more straightforward to use than wrestling directly with X11, Wayland, Vulkan and the Linux audio API flavour of the month)