If we're strictly comparing Linux and Windows, Linux would have issues with most software (where it only runs in Proton) and the developer of some of the biggest games in the industry (Warcraft, Overwatch, Age of Empires, Wolfenstein, Flight Simulator, Call of Duty, Doom, Halo, Minecraft, Forza etc) is actively hostile or tying their games to Windows/Xbox platform specific features, I think it is a cause for concern.

The other players survive because Nintendo and Sony pour a lot of money into exclusives and have an extensive back catalog, but Valve isn't making exclusive games for Linux.