For example you buy some game on GOG, then something like pre-configured Snap / Flatpak or PlayOnLinux / Lutris scripts can help automating configuration but you still need to provide the installer to them first.
One problem that I personally encountered with that approach is that someone has to maintain those scripts. They tend to become obsolete, since Wine is changing and things are moving forward, while the amount of such games is potentially quite huge and there are not enough maintainers to update them all.
In the end it's just easier to install stuff yourself in a new prefix. Sandboxing though is a neat feature which you can use even without relying on such pre-made scripts.