Yeah, I was in a very similar situation as you some months ago (decades of using Linux on an off for fun or at work mainly via command line), did the jump on my gaming PC and because my games are mainly from GoG went down the path of Lutris as a launcher for those games and am very happy with it, especially since it’s both integrated with GoG so can fetch your games from them AND it can handle the offline installers (you just do install from EXE and then chose the GoG script for that game to configure it).

In overall, the rate of failure or even just the rate of hassle (having to go and tweak stuff myself with Winetricks) is very low for GoG games as Lutris already comes with scripts for the vast majority of them that do the necessary Winetricks configurations automatically at the end of install plus in my experience it’s the DRM in games that generally screws Wine compatibility (to the point that at least one of my Steam games won’t work at all in Linux, but the pirated version of the same game works just fine),

There’s also benefits like being able to run the games wrapped in a firejail sandbox that disables networking and disables access to a bunch of other system features for security and privacy that you don’t have either with Steam or in Windows.

No idea how it handles WoW though, it’s been maybe a decade since last I used it.