Some of my favorite PC games come from the Windows XP era. There is something about games from that time that seem to make them particularly difficult to get running these days.

I’ve had the best luck in Linux via WINE/Proton, but it probably varies at lot from game to game.

The problem I find with many games made for Win95/98/XP is that the game uses one or more third-party libraries that were only "valid" for a year or two. After that, updates to the OS closed loopholes that the poorly-written old versions of the libraries relied on, but the poorly-written newer versions of the libraries released to deal with those issues then break compatibility with the previously-released game, which was never updated or patched.