There's something wrong with Wine and the dimap.dll file which is to allow you to change the controls and save them (without that file NFS U2 forgets the changed controls the next time you start it). I can change only half of the controls. The other half, like shift up and down, directions and acceleration are unchangeable. And I'm 100% sure it's a wine problem because I've tried the game in Windows 10 along with the dimap.dll file and it works fine in Windows 10. Only in Linux with wine I can't change the controls. I made a video showing the problem.
https://disk.yandex.com/i/AEsLH29WOKhklQ