Well, as far as I understand Max OSX 'success rate' is likely to be lower than Linux, since they started on OSX later and there are still some problems with 'Quartz' driver (graphics subsystem).
I tried it out and it seems that this is what CX Games is (compared to Wine):
- seems to be based on a recent 'stock' version of Wine
- calls wine with specific parameters (probably to increase performance)
- creates a separate 'wine/cxgames' folder called ~/.cxgames/
- uses the Crossover Installer, which means folders get created automatically in KDE/Gnome menu and icons on Desktop
If you do not mind the fiddling with the command line, there does not seem to be a lot of reasons to get this, unless for easier installation and in order to support Wine financially (or if you want to play one or more games on the 'supported' list).