If they dont use wine, they'll sell you a subscription to a cloud machine running legacy Windows to run your legacy apps in. They already have this product Windows cloud pc is a thing
I’ve heard that Bazzite can be a little more locked down
No this is generally put out there by people that don't understand the workflow of an atomic distro. Yes the file system directories are generally readonly. You can still layer packages, or use flatpaks and sysexts to add software or install things in a container. There is nothing much that can't be achieved in an atomic/immutable distro, its just a different workflow. If you want something unbreakable an atomic distro is the way to go
odds are pretty good these days, and if you're worried dont switch now, but next time you buy hardware buy it with the intention that you may switch and opt for some Linux friendly hardware, which is pretty simple - avoid nvidia and realtek (avoid realtek on windows too if I'm being honest), make sure things are compatible with standards.
Have you used windows recently? Microsoft doesnt bother implementing anything, the last 30% of the product is controlled by pwsh cmdlets. I spend just as much time in the terminal on Windows as I do on Linux