And automated updates of the tool could also be undermined. Also, there is always a slight risk that Windows executables break after an update or so (update of the tool, or of wine). However, I am not sure if all security guarantees can be transferred to this approach, and it adds attack vectors. So, you could install wine on Fedora and use KeePass within that. The developers state that it should work within wine ( wine is in Fedora’s repo). See the download section: Downloads - KeePass
This is a Windows-only tool, not intended to natively run on Linux.