Uh...yeah it is. Even if I didn't have a specific game in mind currently, every PC game targets Windows. Not every game works on Linux. Why would I artificially limit myself, both for existing and future releases?
In fact, just looking at ProtonDB...6 out of the top 10 games are 'borked' on Linux. The top 100 looks better, but the majority still aren't "native".
That's not a sleight on Linux; there are plenty of things it is better at. But unless you are willing to be limited in what you can play, a PC gamer will continue to pick Windows.