I’m assuming they’re referring to Proton/Wine, which is pretty great that exists, but the fact you need it in the first place, plus random incompatibilities and needing to add flags for some games, makes it less than ideal compared to Windows where everything just works™.
On windows there is a lot of (mostly old) software that don’t work for random drivers/incompatibility. Proton/Wine is something that often you don’t even have to touch in order to use as its integrated into steam, so I don’t see why it should be a downside. Rather, I almost prefer wine prefixes over classic windows as I can decide a program which software should use without fearing weird versions mismatches or other errors steaming from global non-managed installations