You’re coming at this from the perspective of someone who wants to set up a PC primarily in order to play games, and probably wants to try out every game under the sun. Of course, you’ll install Windows.

Try instead coming at the question from the perspective of someone who already has a Linux workstation (e.g. for work) and wants to do as little as possible in order to play a few games—maybe the ones their friends are trying to get them to play as a member of a team. Windows isn’t worth it here: you wouldn’t use it for anything else (so every time you boot into it, you probably have to spend two hours installing updates), and booting into Windows would also prevent you from multitasking to the Linux apps you rely on. Compatibility shims, if decent, are far more interesting to this audience.