Yes, but... that's actually the product that Steam (and GOG) is selling you: The ability to just click 'launch' on a game and it knows what collection of DOSBox, Scumm, Wine, Frotz, WinUAE, whatever is needed to just launch the game.

Trying to get a Windows game running under Linux is an adventure in itself. This opens up the door for people who don't like those kinds of adventure games.