Recently I've noticed that some games running under Proton don't reliably save: "X-Com 2" and "Strike Suit Zero". And I can't rule out that happening with other games running under Proton.

The frustration of lost saves makes gaming less enjoyable for me. So now I'm considering running Windows 10 in a guest VM.

(I'm not interested in Win10 + WSL, because I'm not open to Win10's unavoidable-updates and forced-telemetry.)

With Lutris I've been able to get every other game working that I've wanted to play - including Blizzard games, other MMOs like FFXIV, and Path of Exile. But there definitely are some quirks and other things you might need to deal with.

Like to play FFXIV, the first play worked. The second didn't - it failed with some network error. Eventually I figured out that if I deleted a folder the first run created (some web cache/settings folder) it would usually work. That included settings for storing my login information, so I wasn't able to have the game remember that. This workaround also didn't always work. So sometimes I would have to delete the folder, start the application. Close it down, delete the folder, restart the application. It usually worked the first try.

Another annoyance I eventually found out: the error I was getting was the same as what you would get when their servers were down.

I think you can't play inside a VM (like Hyper-V), which is a different story.

All my Blizzard games seem perfectly happy to run on a machine that has Hyper-V.