Windows, as any operating system, is best run in a context most useful to the user and appropriate for the user’s technical level.
Need to run Windows apps/games and aren’t afraid to tinker around if and when something doesn’t work as expected or your software simply isn’t supported? WINE/Proton.
Need to run mostly light Windows apps and don’t want to tinker around? VM.
Need to run Windows apps/games that don’t rely on Kernel-Level Anti-Cheat, want direct hardware access and aren’t afraid to tinker around, especially if you only have one GPU, and when something doesn’t work as expected? KVM
Need to run any Windows app/game without things constantly breaking or the need to tinker around and staying on top of things? Dual-Boot from different disks, utilize LUKS/FDE and be done with it.