Yes, invalid GL usage still comes from Wine thread.
I don't think the problem is overall new, relatively recent change is opengl32 wow32 conversion which now crashes in KeUserModeCallback. Before that it could not work very well too, although had a chance to go unnoticed as KeUserModeCallback wasn't on the way and TEB wasn't NULL, it was from the Wine thread creating native thread.
Spinning a thread to handle these messages should be possible, but I honestly doubt that it worth the complication and an extra thread as soon as those messages are notification only.