You can easily install all your games on another user on your linux box and run as that user. Super easy and it won't have access to any of your main home directory files. In fact with this configuration it's a lot easier to ensure that the games are sandboxed away from anything important.
In contrast on Windows most games run as Admin or at some point ask for admin privileges.
Running games on Linux is not about security or time savings. It's about control. It's about being able to sit down and play your game without Windows having a hissy fit about Windows updates. It's about being able to just play without worrying that some bad patch from Microsoft will hose your entire setup. And it's about finally wrestling control over gaming away from a company that cares more about taking your money than actually letting you play games you already have.
And the more people we get running Linux for gaming the better everyone will be better off for it.