Quite a bit yes. But if they are doing this then there shouldn't be any pthreads issue, things are supposed to work in this setup (except maybe for the pthreads bits that we don't support yet but these shouldn't be hard to add).
Is that setup modular at all? As in, could you start a program as a normal app, then dlopen some shlibs and call wineLibInit() for instance then link against windows DLLs as needed?
The monostub approach is fine for now, but obviously being able to load Wine on demand is a cleaner approach.