Usually it’s not for multiplayer games. I’m surprised Roblox’s anti-cheat is fine running on Wine since Roblox has been dealing with cheaters (injecting LUA scripts into the client/server, known as level 4/7 exploits) for over a decade.
The issue is those developers aren't releasing a Linux native version of the game that can use the native anti-cheat. And getting a Windows version of anti-cheat working through Wine is harder. Games like Valorant and Apex will never release a Linux native version