Wine = Wine is not an Emulator
It’s a compatibility layer.
Your files are still fully visible to the Malware so if it is trying for example to encrypt all of them it can. If it targets smth like System32 then you would be safe since that would only affect wine and apps running under it. So depends on the Type of Malware.
Edit: Most Malware Target the entire System so exes are a danger for Linux when using WINE
I do enjoy this side story.