If you use Wine to play DirectX 9 games, try the d3d9 fork. It's a fork with patches that give a much increased performance with DirectX 9 games which aren't merged into the Wine mainline because of the usual bikeshedding reasons. I use it to play WoW and I get better performance than on Windows.
Just because the compiler is good, doesn't mean the OS's CPU scheduler is any good. Nor does it mean the graphics drivers for that OS are any good. Same for the filesystem. etc.
I’m not sure how that has anything to do with the difference in performance between running the Windows version on OSX and running the OSX version on OSX.
I don't know why it is in my case, but I suspect it's because Wine and/or the AMD drivers on Linux don't implement as many visual effects as there are on Windows, which makes the game easier on the GPU.
https://packages.gentoo.org/packages/app-emulation/wine-d3d9