I see some snaps have “[WINE]” included in their name; but I doubt that’s a requirement.
Snaps provide a certain degree of sandboxing, and there are a number of security mechanisms provided by Linux (e.g. user privileges and AppArmor amongst others) even when running Windows code via Wine. But ...
... it’s possible for a snap to be a malicious package even without attempting to access the system; e.g. the fake Exodus snap packages, see: Just been scammed by a app on the App Center.
Simply going by "does this use Windows API calls emulated via Wine" is not going to be a good measure of whether a snap is safe to run. I haven’t tried many, but anti-virus software seems like a more practical approach (e.g. ClamAV). If anyone has any recommendations or experience with anti-virus for snaps (or other software) I'd like to hear more.