It used to be common and useful. I did this even after Valve shipped a native Linux TF2 as at the beginning the Wine method gave better results on my hardware. But that time has long passed as Valve has integrated Wine (Proton) and in almost all cases the Linux native builds will outperform Wine (and Steam will let you use the Windows version via Proton if you want even if there is a native Linux build).

So while I suspect that there are still a few people doing this out of momentum, habit or reading old tutorials I am not aware of any good reasons to do this anymore.