Windows might not have build containers, but it has an enormous compatibility layer. API calls may work differently based on the executable running. Windows goes as far as changing the freaking memory allocator to not deallocate pages for buggy games. Raymond Chen's blog is a good source for some of these compat workarounds.

One could argue that Proton is a kind of a container. It has a runtime system, filesystem, wine itself has several executables and interprocess communication, etc.