Activation is dependent upon a valid .NET installation, which in the past did require a lot of sitting around and installing stuff in precisely the correct order, which I suspect is the source of that rumour. It was always possible, I never had problems with it myself.
But today there are systems like Lutris that are basically package managers for Wine. All of that arduous setup is done by the install script. Even if it doesn’t work for some reason, the barrier to trying is now so low, you might as well.