The Autoremove is something best used With Caution.
When software is installed that automatically installs needed dependencies, it gets called "automatically installed."
Automatically installed packages are subject to removal with Autoremove.
When you specify a package to install; this is "Manually installed." Manually installed packages are exempt from Autoremove.
I often will mark sensitive packages as Manually Installed to prevent autoremove from getting its mitts on them.
As to how removing Opera removed your Home Directory, WIne etc., I am unable to guess without seeing the dpkg log.
That is tragic. I never use Opera, either.
I can only suggest you search extensively to see if any of those personal files were moved somewhere...
. Between purge and autoremove commands I type this one, I found in some tutorial on YT: "rm -rf /home/djurica/ .cache/opera". But system refused to execute it, I cannot remember now what was the explanation. Is this the missing point that might explain mess I made? But, I repeat, that command hasn't been executed.