Wine has come a long way in the last few years, in large part thanks to DXVK (translates DX11 to Vulkan) and Valve funding and pulling together a few Wine related projects. The vast majority of offline Windows games run well on Linux these days, even a lot of high end AAA games often run well on launch day with a relatively minor hit to performance.

Online multiplayer games are the exception, for this very reason here - anti-cheat systems. Since these are designed specifically to make sure the game is running in the exact way they were built, and often are very intrusive in looking at what's running on your system, Wine is unsurprisingly seen as something "not normal". Most games with anti-cheat won't start at all or won't let you into the online servers - this is the case with EAC and BattlEye, which are the most widely used anti-cheat these days.

I have a friend who plays most PC games on his Linux machine - we even play a weekly Divinity 2 session together and he runs the client on Linux, discord in his browser, and it's virtually identical to other windows-running players.

Valve's compatibility layer, Proton, is pretty freaking amazing for even very recent games on steam; but, it often fails when the game is administered by additional layers of DRM or another store's launcher. I bought and exclusively played Sekiro on linux from launch day without any issues, but have trouble with Age of Empires Definitive Edition.