Most don’t actually because Wine Is Not an Emulator. It’s a stripped down windows environment that likely doesn’t have the necessary DLLs installed or the file structure to run it. Moreover, WINE doesn’t really do things by itself. If anything did run under it, you’d see a wine-server process spin up.
It’s definitely not 100% safe, but it’s also not a gaping hole either.
Of course it was Sony filing the suit. Of course.