No, actually.
Your game files do not need to be inside a prefix, and I generally do not set things up that way.
Same as on windows you can have your c drive, but then install games to a different drive. You can mount any file location as an additional drive in wine. There is usually already a "z" drive mounted, which gives the prefix access to the filesystem outside the prefix.
This means there's not actually any need to place things inside the prefix, except for save files which need to be in specific locations like appdata or documents.
So to move things over and run them, you'd just copy the game files anywhere you like. To run a game, instead of a location on the c drive, you'd use the corresponding z drive path to the exe.
With bottles, this is super easy. Set up a bottle, and copy any save files into the prefix. Easily done with "browse files" from the config page of a bottle, which will open the fake c drive in a file browser.
With a configured bottle, simply navigate to the game .exe. Right click it, and select run with bottles. Bottles will ask which bottle to run it with, and that's that. Alternatively, use the "Run executable" button found on the config page of the bottle. For ease of use, add the exe to the bottle as a shortcut.
Shortcuts can then also be added as start menu items, or even added to steam.
No need to fiddle with putting all the game files inside the fake c drive.
Setting things up this way means you have your prefix, with save files and such, separate from the game files. You can easily delete or add games, without touching the save-file-containing prefix, and move games around to wherever you need and still have them work.
You can re-use the same bottle for many games, and keep the save files for those games in one prefix.
If a given game needs a bit more massaging to work, bottles makes it very easy set up and manage additional bottles for any such games.