I keep hearing this, but my experience has been the inverse.

I have statically compiled binary here running from RHEL AS 2.1 (2005) running on el7, it would probably run on newer releases I just haven't tried it.

I get -all- kinds of bullshit even trying to get a same-age winamp (5.666) working on a modern windows.

I run Winamp on Windows 11 and the only issue I've had thus far is it doesn't behave nicely with screen scaling above 100%. It otherwise runs perfectly fine just like on any other version of Windows.