I so far stumbled upon only a single game that doesn't work on linux for me, and it's not because the game is not working, but because the anti-cheat tool has problems and the game doesn't let me join multiplayer sessions.
Well I'd be inclined to agree with the parent as even per the link to ProtonDB included by the GP about 40% (as of this moment) out of top 10 most popular games are not working under Linux (status: borked). I love linux and use it 90% of the time every day but I also have an old and derelict windows partition just so I can launch a game or two from time to time. Maybe the day will come when all games work flawlessly on Linux and I certainly hope it will. But evidence suggests that we have still some way to go...