For me, I have a few pieces of older hardware with proprietary Windows applications and no Linux equivalent. A 10 year old Cricut and a 15 year old scanner.
Also, some 16 bit Windows applications that probably won't even run on current Windows, like the Windows Entertainment Pack that shipped with Windows 3.1. You can pry that version of Tetris from my cold, dead hands.
Of course, I also use the version of Wine that's built into Steam for nearly every game I play.
Yeah, for example, The Talos Principle, which was championed as a great example of a game that works natively on Linux, decided to go with a Windows-only release with Proton support on Linux for the sequel, The Talos Principle 2. To be fair, though, the game does run flawlessly via Proton.