It's more for self-protection than hacker-protection :p
As a regular user you can't do:
for example. Ok, bit over the top but you get the picture. It's just much less likely to screw something up when you're not root.
And, having to switch to root to do something also gives you some more time to rethink what you're doing and if you're doing it correct.
As for the configs, if you got a lot of progs configured and stuff, just switching to another user would make you start all over again.
The simpler thing to do was copy those configuration directories over to the new users, and don't forget to give appropriate rights and ownership to them.
Some things can give problems tho when just copying it all over.
I had, for example, a lot of problems when copying .kde3.1 to another user's directory because of sockets and the like. Anyway, you just gotta try something
Still, 'this was all off-topic. IT does seem like oss has been set up properly, and if you get sound in those other apps and games, it's much more likely that you got a screwed version of wine somehow. Have you tried re-emerging wine yet?