the only games I played during the XP era are Starcraft and Ragnarok Online. Don't know how other games look like in crt.
It's not so much about being CRT than it is about the resolution, if you have an old lcd screen that was made for those resolutions it will also look fine.
Starcraft only runs at 800x600 with no way to change that, on a modern monitor even the smallest so a 1080 monitor, the graphics get stretched out to more than double and change the aspect ratio on top of that, so they also get more stretched into the horizontal than the vertical and everything looks squished. So all of this makes it look pretty bad, if you have a monitor with 2k or 4k it's even worse.
CRT monitors could switch to that resolution natively...