Are Wine apps ran isolated? Because we basically have no viruses on Linux, but I imagine running random of course legally obtained games may be very risky
No, the Linux filesystem is usually mounted as Z: in wine. Sandboxing through e.g. flatpak/bubblewrap with permissions set to only allow access to ~/Games should protect from many viruses.
See https://wiki.winehq.org/FAQ#How_good_is_Wine_at_sandboxing_Windows_apps.3F from their FAQ