Yeah this is something I fucking hate with Gnome 3/Nautilus 3. It makes no sense. From what I remember there was an option in Gnome 2 to add a custom command under the Open With tab that you could just type a command into and it would be saved to the list of applications. But for some reason they removed that for 3. The removal and hiding of more and more simple and useful things like that (which were there previously but removed/forgotten probably out of lazyness when they redesigned Gnome) is what makes me reconsider my choice of using Gnome from time to time. Still haven't switched to anything else though.
In theory you should get the Wine option there if you have a .desktop file for it in /usr/share/applications or ~/.local/share/applications if I understand it correctly, but whenever I've tried to add my own .desktop file there it has not shown up in the list anyway. But it's weird that it shows up under Open With for you but not in the Properties window. Does it also show up in your applications list in the Activities view? I bet it does. If it does I would guess you do have a .desktop file for wine. Actually if you don't have one it would be weird since the package for it is supposed to install one.
So this post probably wont help you unfortunately. Sorry.