With that said, non-working games are fairly common. We should be clear about this; either they don't work at all, or don't work well.
Personally, the biggest 'not working at all' game would be Destiny 2. I bring back my VM with a passed-through GPU occasionally for it
At risk of arguing their merits, certain anticheats just simply aren't compatible
I don't have many in the 'don't work well' category... but my PC is ridiculously overbuilt. There are certainly inefficiencies
Whenever that happens it's often a Wayland problem and not a Proton problem