What would be ideal for linux would be for KVM/QEMU to come up with "seamless" mode where your running windows app in a VM but it appears as any other app on the system not as a VM
This is nothing new, it's just using RDP with a bit of extra integration with the desktop. I think freeRDP has supported this single-app mode for ages, but you won't get good performance for anything using the GPU.
You want a foss Parallels. I don't know if you've used WSL but its not there yet.