http://bugs.winehq.org/show_bug.cgi?id=31829
--- Comment #1 from Andrew Eikum aeikum@codeweavers.com 2012-10-01 07:32:02 CDT --- That commit fixed something in dmusic that allowed the game to go further in its audio initialization, but then run into a different dmusic bug that causes it to quit instead of just disabling audio. Wine's dmusic is largely unimplemented, so I wouldn't expect this to work any time soon (though Christian Costa is doing active work on dmusic, so maybe someday).
In the meantime, workaround with native directmusic, as you said.