Unfortunately and realistically, this requires you to run Windows. It would be really nice if more games ran on Linux.
Some developers are only developing for DirectX only. Even some developers who, have in the past (Blizzard) supported Macs, have forgone this in their latest product (Overwatch) because of the additional hassle in doing so.
(Overwatch, unfortunately, seems to be one of the few that doesn't work at all under wine)
Developers are more inclined to develop for PC, because more people use Windows. More people use Windows, because there is a greater number of games in comparison to other platforms.
It sucks, but thats what it is.