Windows, as any operating system, is best run in a context most useful to the user and appropriate for the user’s technical level.

• Need to run Windows apps/games and aren’t afraid to tinker around if and when something doesn’t work as expected or your software simply isn’t supported? WINE/Proton.
• Need to run mostly light Windows apps and don’t want to tinker around? VM.
• Need to run Windows apps/games that don’t rely on Kernel-Level Anti-Cheat, want direct hardware access and aren’t afraid to tinker around, especially if you only have one GPU, and when something doesn’t work as expected? KVM
• Need to run any Windows app/game without things constantly breaking or the need to tinker around and staying on top of things? Dual-Boot from different disks, utilize LUKS/FDE and be done with it.