What are you reading the proc usage with? If your using the TOP command, don't forget that it's using about 3-7% of the time. So subtract that off too. Anytime I use it, folding drops to about 90% and top takes about 3-7%, so when i'm not viewing the usage throught top, the core probably has about 93-99% of the CPU time. Although mine's a bit less anyway because of the web/database server. Personally though, i don't think there would be a difference between folding in an xterm and folding from the shell. And it wouldn't compensate for what wine "could" help with. It's still using the linux kernel for it's processing. If you were to use wine, you could use the windows version, which is the reason it would speed up. It's the client that is using a different compiler for each system. Just so happends that the linux compiler makes slower code than the windows client.
Nice idea with running multiple clients, definetly a way to keep your rig folding during downtime. Great idea, might just try it myself.