It's definitely game-dependent. In a few cases I've found it was easier to rebuy a game on GOG, like Dino Crisis or '98 Resident Evil 2 (whose re-releases indeed run on win11 flawlessly while they're quite problematic on Proton) rather than messing with their original cd/dvds.

On the other hand the Sega arcade ports from the same time period (Sega Rally 1&2, Daytona USA Deluxe, Manx TT Superbike Virtua Striker, etc.) are definitely less problematic on Wine/Proton rather than Win11.