I seem to recall a discussion on wine-devel way back on the topic of dotfiles, but a quick archive search didn't turn up much of use. At the very least I think it should be a pref, wading through lots of dotfiles in your home dir makes it much harder to open files with wine, and obviously non-technical users will wonder what is going on with all these stranges folders that I never made......
Don't forget that the users are still Linux users, even if they use a Windows program :)
bye Fabi