I agree, it depends on the game... On rare occasion, the games' installer will work for me, but 99% of the time, it won't. Alll sorts of things can 'break' a game... I happily played Syndicate for years using the 'official' installer, then one day it wouldn't work, can't remember if it was OS3.9 that broke it, or what...
As for WHDLoad bypassing manual protection...thank goodness

Sometimes, the manual protection is just insane... who's played Worms CD32 lately? Featuring the world-famous 'shiny-black-on-not-too-shiny-black' (TM) code sheet... I have an original with code sheet, but I can never get it to run. AAAaarghhh! I just play worms Dir. cut on my 1200 instead....