I have my temporary stuff (global and user) in Z:\\tmp, which is shmfs, and never had any issue with this.
I'm not sure it would be accurate to report any of Wine's directories
as temporary, since they are not really volatile storage on Windows.
Rumor has it that some apps rely on their "temporary" files being
preserved across reboots.
For Time Machine, this would mean that the files wouldn't be restored,
and some apps could be broken by a backup/restore.