Unfortunately most of the apparent cases of this are likely because under Wine/Linux some of the more advanced effects and visual options aren't available, so the display resolution or quality are actually not equivalent to what you'd get under Windows. There are some comments here about running on cut-down optimized versions of Linux and that's quite possible, but these are really edge cases. The relatively poor state of graphics driver support on Linux is the main problem but it depends on your hardware.
It's possible, and if I recall, it has been known to for some games (this was a couple of years ago when I was more interested in Wine and gaming, and even then not the most recent titles). Depends on your graphics drivers, etc. but there were some operations that were more efficient through the translation layer and OpenGL than DirectX directly (probably version 9 at that point).
I have no idea whether that's the case for modern DirectX and more recent games though.
I was playing portal before it was available for linux (it was 2008 and I don't think there was even a mac client for steam yet). It ran faster on mac under wine than it did on windows, but I did notice wine was downgrading the graphics a bit (probably to DX8).
It's possible they were playing L4D under wine before the "native" linux client was released.
(the native client still uses a DX -> GL translator for shaders IIRC. Valve open-sourced it.)
Around 10 years ago I would sometimes see higher framerates in games like HL2 but I'm pretty sure it was b/c I was running Gentoo and had all the cruft removed and had custom compiled everything for my hardware.
Years ago I did a small experiment. I ran Armagetronad (OpenGL open source game) on Windows and Wine, on latter FPS was few percent higher. I really don't know why, but OpenGL probably helps (I guess that calls are directly translated to native OpenGL).