Proton/wine makes no security assurances, so it will be able to do anything that any other program you run is able to do. If a trojan or rat recognizes that it is running under wine, it can bring in some native Linux malware as well and it will execute just fine. https://forum.winehq.org/viewtopic.php?t=34573
It’s an exploit path to a UEFI bootkit, so at the very least you’d have to throw your motherboard away or find someone that can physically overwrite it through an external flash programmer or something. And the patch should be delivered through a UEFI firmware update, so if your motherboard is no longer supported you would have to buy a new one. And for laptops and embedded devices having everything soldered in, the motherboard is basically the whole computer, so I don’t think it’s that much of an exaggeration.
I guess it’s true that if you have ring 0 access you’re boned, bug if your ring 0 access gets upgraded into ring -2 access you are even more boned. They put those security boundaries in place for a reason after all.