I'm always open to being wrong. At a minimum European governments should switch to a Linux distro based in Europe like Open Suse.
I don't believe this is going to be enough of a dramatic shift where Microsoft would see it worth while to try and shutdown WINE.
This is a good thing though, if Microsoft really wanted to they could sue WINE. Even if WINE isn't doing anything wrong, Microsoft could easily make things really difficult.
We saw this with Nintendo and the Switch emulators.
Maybe I came across as a bit harsh, I run multiple Linux computers, I just can't see this being a realistic concern for Microsoft