I do get that one wants to be careful when it comes to viruses, but just outright not believing others without doing your own research is just as harmful as blindly believing in something. If you don’t have precautions against websites running malicious code (e.g. ublock origin), you’re already treading on dangerous ground regardless. Doubly so if you don’t make snapshots.
If you really want to be paranoid you can also click the link inside a USB image, or a sandbox. I would however advise doing research on winehq.org if you are running Linux, since it’s generally a good resource for running Windows apps.
I disagree. I’m running Bazzite, which is based on the immutable variant of fedora, and it runs like a charm, even without much knowledge. Most drivers are prepackaged, so stuff like WiFi aren’t much of a hassle anymore and I haven’t had any issues with Flatpak. It basically eliminates all fiddling at the cost of customizing your OS as much as other distros. Honestly, SteamOS did show that immutable distros are the de facto future for new users. So far I know of Bazzite and Fedora’s immutable distros variant, but there might be more.