No need to install an emulator or wine to run your games, they are downloaded as appimages and packaged with the game.
Each game config/saves are in the same folder as the appimage by default (it can be changed to use global ~/.config). Which simplifies backups, e.g., my-appimaged-game.AppImage has a config folder with the name .my-appimaged-game.AppImage.config
Get your game running with a double click on a fresh linux install, no dependencies required.
Smaller file sizes than loose files, since appimage uses squashfs.