I mean if anything Windows is super backward compatible. I would agree with the consoles....but windows? Yeah maybe Linux with proton works better nowadays for older games.... but I would not say a new version of Windows breaks your old games, there might be exceptions but it's not that common.
There has basically been a single "event" in recent memory that a new version of Windows broke compatibility with thousands of games: Windows 10 came with a security patch that broke SafeDisc DRM. Which a tonne of games from the 2000s decade used on their CDs. Ultimately, I don't blame Microsoft. These games were purposely (via a third party) exploiting a security bug in the operating system, and it eventually got fixed.
Apart from that, Microsoft have always (going back to Windows 95) been explicitly supporting backwards compatibility of old software, though obviously there are always exceptions as software uses undocumented features of the OS that break over time.
Factorio is pretty good, allows you to download any version of the game for any OS as many times as you want as long as you own the game (also allows downloading from site even if you bought from steam), doesn't need internet connection to run, the multiplayer is player hosted (exception is authentication and optional blocklists)