I remember those dark days when I would check winehq before buying games because I didn’t know if they would work in Linux or not.
I realized recently that I stopped checking winehq or protondb, because I implicitly assume that everything will “just work”. Hard to say when this transition happened, but it feels at least a few years old.
Looking at latest stats, the only holdouts appear to be those games that explicitly ban Linux users with some quasi-malware anti-cheat.
https://www.gamingonlinux.com/2022/06/3500-games-now-steam-deck-verified-or-playable/
What a time we live in!
I still encounter Software that doesn’t run or doesn’t perfectly run on Wine; one example would be Warcraft III that doesn’t install well after Blizzard “upgraded” the installer; and my friend who tried to play LBA under wine a few days ago encountered problems regarding the controller. However: Most things work well, and I even managed to run a few old and obscure games with that wouldn’t work under windows (a long time ago).
On the Malware-Question: It is possible, however I have yet to meet somebody who managed to get his Wine-Install infected. Native Linux-Viruses should have a much harder time, since the user privileges in Linux are - as far as I know - much stricter than those for windows.