While the symlinks may be abused for this, Wine also gives access to running apps by mounting your Linux root folder as the Z drive (similar to C or D drives you may have already seen).
Running any untrusted software on your system (particularly proprietary ones like most games), you should be mindful of associated privacy risks.
I feel like for all of the words you just posted you are kind of beating around the bush here. I found tens of such conversations about root access and inherent risks online already. I hope you're not copying and pasting LLM outputs.
The reason that these games request kernel level access in windows is to see what programs are running currently. Does root access not give them the same capability on Linux?