The RO2 client is currently incompatible with CrossOver for at least two reasons:
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The updater always stalls while downloading updates.
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The client incorporates HackShield, a piece of anti-cheating software.
The first problem probably wouldn't be difficult for a developer to fix. However, the second problem makes it impossible to run any of the currently available regional versions of the RO2 client under CrossOver without violating their terms of service.
Gravity Interactive (the company who hosts IRO and IRO2) chooses not to include anti-cheating software in most of their games, and one of their community managers has publicly communicated his disdain for anti-cheating software in the past. Considering this, it's possible that Gravity Interactive will choose to remove HackShield from the IRO2 client at some point in the future.