Not anymore for open drivers. Mesa developers had a lot of push to fix gaming related bugs. If you know some that are still broken, please open a bug on Mesa bug tracker and also list it here:

https://www.gamingonlinux.com/wiki/Games_broken_on_Mesa

This list is monitored by Mesa developers.

These days AMD explicitly recommend using open drivers for gaming.

I've bought an AMD Radeon RX580 on my desktop for gaming, and it's been working great so far with the default open source drivers that come with Ubuntu (18.04 onwards). Didn't have to do anything.