https://bugs.winehq.org/show_bug.cgi?id=55163
--- Comment #1 from Nikolay Sivov bunglehead@gmail.com --- This is specifically an NTFS feature, I don't think anyone is working on this. It might be possible to use some Linux tools to enable per-directory compression on NTFS mounts.
Otherwise you could try using zfs or btrfs volumes, and enable compression on them.