I feel like attributing this to Valve is really disrespectful to the folks who developed wine for decades (and more recently also Vulkan). The real game changer is Vulkan, which made Linux graphics to be competitive with DirectX. (OpenGL interfaces to DirectX was simply not competitive)
Max Payne works with a platinium rating, see in winehq: https://appdb.winehq.org/objectManager.php?sClass=application&iId=661 and also in protondb: https://www.protondb.com/app/12140?device=any
Just because a game hasn’t been verified by Steam does not mean it doesn’t work.