Personally I think it's fine to use software with WINE or any other emulator/abstraction layer unless the EULA explicitly states otherwise.
Even if the EULA would require a certain operating system to be used, it would be actually irrelevant. The belief that a copyright owner can actually put every condition he can think of in a EULA is laughable. Just think of something like "you are not permitted to sit on a chair using this software product."
Trying to require the use of a certain OS is not less absurd and not less legally non binding to the user, that, lets say, requiring a certain CPU to be used with the product, or a certain sound card or keyboard or whatever.