> the Windows binary works if you install its library dependencies (wine).

Yes but all it takes is an `apt-get install wine` or `zypper install wine` or `pacman -S wine` or your distro equivalent and if you are using a Linux distro with any sort of desktop functionality, 99% of the time wine will be there.

> Your distribution stopped distributing the dependencies, making them harder to find?

Yes, this is a big problem because these dependencies not only are harder to find but even if you track all of them (there is a chance they too have their own dependencies) you still need to figure out how to build and install them. And if they are old enough for distros to drop them, then chances are building them isn't going to be a straightforward `./configure && make && make install` ("straightforward" is very relative here :-P). And woe is you if there are conflicts with newer (yet API/ABI incompatible) versions of these libraries and/or their dependencies.

Of course since you have the source, technically you can make things work, but that doesn't make the process any less of a major PITA.