Probably not fully, unless they actually do work on the games. The cutscenes on some of the games play with a proprietary protocol that even Proton-GE can't run. So, while the game works, the cutscenes don't.
It's feasible that they will fix it, but I consider it highly unlikely.
https://github.com/FlaareZero/Kingdom_Hearts_Collection_Linux/blob/main/how_to.md https://github.com/KHOmega/KH-PC-and-Linux-Setup/blob/main/vanilla-linux-setup.md
The codec for prerendered cutscenes isn't baked in.