We have a bit under 3 years to get Linux's gaming support to match Windows without needing to delve into using KVM with a GPU passthrough as a crutch.
[0]: https://learn.microsoft.com/en-us/lifecycle/products/windows...
Though multiplayer games will remain a pain point for the foreseeable future, due to anti-cheat shenanigans.
(Also, sometimes the compat is there, but figuring out how to enable it is a pain. d3dx* being a good example; for me, it was selectable in winecfg menu, but wasn't installed until I figured out winetricks. Steam and Proton issues are much less obtuse.)
Off the top of my head, the biggest games not supporting Proton due to anti-cheat are Destiny 2* and Halo Master Chief Collection, and Halo MCC is actively being worked on by Valve & Microsoft.
*despite running BattlEye now, the Destiny devs have a deep-seated trauma from their game being derailed by cheaters for the years prior before BattlEye, and thus make very obtuse choices like not allowing overlays or not flipping the BattlEye Proton switch and allowing Destiny 2 to run on Proton
[1]https://nitter.unixfox.eu/thebattleye/status/144147781631129...
[2]https://areweanticheatyet.com/
[3]https://nitter.unixfox.eu/TimSweeneyEpic/status/149051919491...