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In my personal opinion: Yes. Wine is great and all, but in the end it’s an emulation layer that - in the worst case - requires a lot of tweaking. I personally wouldn’t want to spend that time so a VM sounds like a good option. But again, depending on the context (e.g. limited hardware resources or the amount of time available) you might be totally fine with Wine.
I’d return a non-zero value so they know it’s their fault ^^