It works on Linux, but Wine on macOS can't support DX11 games, because macOS has crippled outdated OpenGL. You should use Linux, where Wine can use OpenGL fully, since it needs many features of OpenGL up until 4.5 to support D3D11, and macOS is limited to 4.1 and lower only.
macOS doesn't support Vulkan either, so DX12 and Vulkan based Windows games won't work there in Wine as well (while they can work in Wine on Linux).
TL;DR: Linux is a much better option for gaming in Wine than macOS.
I finally fully switched over to Linux from Windows due to specific games beginning to work in Linux (was some years ago now). And I know several others who say they prefer Linux but don't want to switch because they play games that might not work on Linux.
Why would it be improbable that someone switch from Mac to Linux due to game support? Where Mac already has far worse support than windows and in some respects is more like Linux. Shouldn't the leap be lower from Mac? OK I give you that I am not taking into account the Mac user mindset.
Actually quite a lot of macOS refugees switch to Linux because of gaming precisely. Simply because Mac hardware is underpowered, and issues like the above with bad support in Wine because of crippled OpenGL and no Vulkan.
There are no Macintoshes with high end GPUs as far as I know. That already makes it underpowered in general.
And reasons for switching to Linux are from discussions with Wine users. If you are one, you should have encountered this topic already. But I assume you aren't using Wine for gaming, thus your question.