Should ANET officially support something like Cedega to run GW in linux ?

There are various programs that allow you to run windows programs under Linux. Currently the one I hear the most about is Cedega, a few years ago it was Wine. In a few more years it might be someone else.

In order to be able to sell Guild Wars to Linux uses ANET will either need to have two separate versions of Guild Wars, or they have to rely on one of the programs mentioned above. Currently Cedega does run Guild Wars, but I'm not aware of ANET doing anything to make that happen, so its possible that a future update might break it if ANET adds something to Guild Wars that Cedega can't handle. If ANET choses to officially support one of these systems all it means is that ANET will pick one of them and make sure that Guild Wars will run under that system after all updates ,maybe with some reduced functionality compared to running on windows, as well as on windows, as well as providing support for getting Guild Wars running under linux with this system, even if that support is just instructions on setting it up and pointing people to that systems tech support for any additional help.

Anet do not need to.

A system that can runs Lynix can run Windows. And Guild Wars can run on windows. So... as long as you can play, it's ok.

Except that it costs more for them to buy a legal copy of windows.

And how does Cedega fakes DirectX commands Guild Wars need to run?
DirectX is meant for use in windows only... so... is that legal?

Microsoft hasn't sued them over it yet, so I'd say its legal.

They don't copy any of Microsoft's code so yes it is legal. Cedega does not contain a DirectX that is 'hacked' to work with Linux - what it does is translate the DirectX commands sent by the game into commands that the Linux equivalent graphics system can understand.