Wine is major performance and feature hit since it attempts to translate DX API calls into OpenGL, many of the commercial GameOnLinux solutions are technically wine with slightly better profiles.
Engines with dedicated Linux support are still well kinda messy, graphically wise they might still have to make sacrifice mostly because OpenGL was in a political limbo for a decade and didn't kept up with DX graphical API.
But the biggest issue in many games for me was actually the controls, audio, and network code. DX is much more than just graphics and OpenGL doesn't cover audio, controls and network code. So unless your engine has discrete code to deal with that e.g. uses Steam Workshop or what ever Unity calls their set of API's you'll get quite a shitty experience.