I would. Professionally I command a high rate consulting within the Microsoft ecosystem. All of my professional work is on Windows. However I'd love to run some Linux libraries on Windows. For example, tensorflow would be very useful. Sure I can fire up a VM, but then I lose GPU support which is a big deal.
That use-case is not what I think of when someone says "Linux user" - to me, that's a Windows user who wants to run some Linux software.
I agree. I use a VM for Windows as well. It's probably safer to keep Windows sandboxed away in a VM. I know this doesn't work well for everyone, but any app I use in Windows is not that resource-intensive. I haven't tried WINE recently, but due to headaches years ago, I tend to avoid it and just fire up the VM.