About the only time it doesn't work is when the game uses an anticheat system that intentionally blocks Linux. I can even see where the game devs are coming from when it comes to competitive games; cheating ruins the game for other players, and there's no way to prevent certain kinds of cheating without trusting the client to a degree.
I can't see any reasonable and user-respecting place VW could be coming from intentionally blocking access from open systems.