In this case, many of these dependencies are required for a lot of games to work properly in Wine. Dosbox is used as an emulation tool. I don’t know of another package manager that doesn’t give you an option to install all of the optional dependencies.
If it doesn’t work in Wine (the only reason I’ve encountered so far is DRM), I just run it in a Windows VM. I play mostly visual novels, so it’s not that much slower. For Anti-Cheat games, I boot into my Windows 10 installation. I still haven’t quite figured out what I’m going to do with that installation come October 2025.