On Linux, running an exe isn’t often as simple as “wine frog-fracker.exe”. It’s usually “proton PREFIX=~/steam-proton-10/ TRICKS=b DXIMPL=1.7.8 blah blah … frog-fracker.exe”

As a result, Linux gamers tend to have launchers even for hobby games they downloaded. Arcade launchers for emulated games are especially common now.