To your edit, it isn't the same thing as cmd. It's more like konsole or kitty or gnome-terminal. It is a terminal container that can run cmd or powershell or bash for you.
It has other features that are nice, and that more useful systems have had since the 90s. If you're stuck on windows, it's to putty what ie used to be for netscape. You can use it to download putty, or use it and only be mildly irritated on someone else's system.
In the case of macos, it doesn't even use proton. As for windows games on linux, I'm unsure of the exact specifics so I can't argue them with you. The issue is any game with a linux build will require 32bit libraries to be available, and the community would have to do all of that support themselves.
Steam and most of the content it delivers requires 32bit libraries to link into. Steam could build for 64bit, but it won't help the gigantic amount of games that are 32bit also.
It would look a lot like steam on macos looks; so many games that technically should work, but have a little 🚫 next to them because macos bo longer ships with the 32bit libraries needed.
I want to like bazzite, but their dependence on fedora makes me nervous. As soon as IBM tells red hat to drop x86 32bit things will start to fall apart quickly.
There are entire categories of languages less readable than Perl...