There's definitely software that uses parts of the windows API that games don't touch. And doesn't work properly on Wine. I keep a windows install around just for using an analysis software for some lab equipment that refuses to start in wine.
Things like CAD software are also a struggle, though the latest wine seems to have resolved a number of graphics issues with getting PTC Creo to properly use the nvapi and nvidia graphics drivers through wine.
While wine is amazing, plenty of things don't work with it. Usually you don't need them, but if you do, you do