The current wcry malware exploits a vulnerability found in Windows XP, unpatched, 7 and 8, and Server 2003 (win10 is immune). The probability that Crossover has a flaw in common with any of those Windows version is highly improbable (read all but impossible). The reason for this is simple, there is no "Windows bits" in Crossover. Crossover is, for a lack of a better word, a translator. Most malware out there rely on some pretty deep flaws in a given OS. Since Crossover "translates" instructions, it is doubtful it offers the actual flaw needed for an exploit to succeed as the underlying OS is entirely different (In your case, MacOS). I see no reason why Crossover would be subject to any particular statement regarding this or any other windows specific problem.
On the other hand, if you run vulnerable Windows software, you should do so knowing full well what the situation is. You should also keep in mind that Crossover can have its own flaws, and therefore be subject to attacks. According to some advocates, some malware have worked in the past but those would be the exception, not the rule. But then, all software is vulnerable in one way or another, as all that is required is a flaw being discovered.
In short, proper computer hygiene and preventive practices (like backups) are the only way to keep your stuff working right. This would include a particular sense of danger regarding any e-mail attachment. As for the current crisis, the articles that I have read would seem to indicate there is no known risk that applies to Crossover use itself.
I would leave you with this... I have used Crossover (on Linux) since 2006, and never had a problem. Not once did I even get a doubt that malware managed to infect my system, and I did run some pretty obscure stuff, along with different version of Office, including unsupported versions. Paranoia is good to have as a computer user, it prevents idiotic mistakes as "they" are very much out to get you, as wcry shows. But you shouldn't let yourself be overwhelmed...