I've been gaming on linux for almost a year now and I've had no issues at all. I've mainly been playing popular titles but Proton makes every game feel like it's a linux native game.
I'd love nothing more than to never use Windows again, and I use Linux for 90% of my daily use, but if I have to have Windows still installed for any major games at all then it's just easier to keep using Windows for all gaming, where gaming really does "just work", every time.
Has this been an issue for you? Since switching to primarily Linux/Proton for gaming, I've been amazed at how little performance penalty I have seen.
I only ran into issues with Rust(which is getting support) and pubg because of anti-cheat and the fivem mods for gta5 (something about lack of support for shared resources).
But it's working so well and so much less weird stuff going on compared to windows and osx.