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Not really. While Microsoft can (and does) develop newer frameworks and features integrated into the OS that can break compatibility with existing versions of proton and wine, these changes wouldn’t affect existing games or games developed with the older frameworks.
And even if a new game is developed for these new incompatible frameworks, they will only remain incompatible until proton is patched to support them.
I’m sure they understand the problems, and they understand that solving them would eat into their profits