Plasticine879: Windows has by far the best backward compatibility. The fact that I can still play games after 20 years is no small feat. Linux and MACOS do not enjoy that kind of backward compatibility.
WIth that said, even a few games I have from here have a custom directx wrapper that comes with them, to make the game run on modern systems. That GOG is even making an effort at making games compatible -- especially when the source code of these old games is most likely lost long ago -- I have to give GOG kudos for that.
Even still, I have a few games that will not run on my AMD system no matter what, but play fine on my intel system. Maintaining backward compatibility over such a wide berth of hardware, after decades, is not easy. At least GOG is trying. They have what, thousands of games in their library? That takes time to verify compatibility of them all.
I can run pretty much anything on Lutris & Steam, I would say it is even better than Windows for backward compatibility running windows games. I don't pay many modern or multiplayer games though as i have no interest and apparently the anti cheat DRM is a pain to run.