It's not even a joke - OK, not GUI-related, but a few years ago I tried to replay Return to Castle Wolfenstein on Linux - the official Linux port would run but with no audio. The Windows version worked fine under WINE!
In general you can get most of old Linux stuff to work if you find and install the relevant libraries, the main issue is that these libraries tend to be spread all over the place and sometimes even conflict with existing libraries.
With Windows you also need to do something similar with older games (e.g. use dgVoodoo2 to play old Direct3D and Glide games) but since Windows comes out with a lot more stuff and that stuff tends to be backwards compatible for the most stuff, there is much less to worry about.