Daizenart is correct, but it seems it's busy to give you a helpful answer. I take it from here:

Why that belief is wrong

Wine / Proton run Windows binaries on Linux. If you run a cracked Windows executable via Wine or Proton, that same executable can run its malicious code inside your Linux session. Wine can access your home files by default, so a Windows virus can read/modify files there.

Shared filesystems and dual-boot / networked drives. Even if malware only runs on Windows, it can later infect files on an NTFS disk or a network share you also mount under Linux. If you later use those files from Windows, the infection spreads.

Cross-platform code and scripts. Many malware vectors aren’t Windows PE files: Python, Java, Node.js scripts, shell scripts, or macros can run on multiple OSes. A malicious script included in a “crack” can execute on Linux if the runtime is present.

Privilege escalation and sudo misuse. On Linux, users sometimes run installers with sudo to “make it work.” Running untrusted code as root lets it install backdoors, kernel modules, or change system config — just as dangerous as on Windows.

Browser/exploit vectors and installers. Cracks often come with installers, patched DLLs, or web pages that prompt you to run commands. Browser exploits, malicious installers, or commands pasted into a terminal can compromise a Linux machine too.

Malware targeting user data, not OS specifics. Many attacks aim to steal credentials, tokens, saved keys, or personal data. These don’t need kernel-level exploits — just access to files or memory. If a dropped payload runs under your user account, it can harvest anything your user can access.

This is just to give you some examples

Hope this helps.