I also use Linux exclusively, and play games on Steam using Proton (which works great for modern games. I do single player games though)
However, no idea why there would be a correlation between Linux Gaming and AMD: I didn't switch to AMD because of Linux but because of AVX-512.
I had no problems using Steam with the Intel CPU before that. But I find it wrong of Intel to not support AVX-512 in consumer CPUs (and having efficiency cores in my desktop PC is not something that excites me, and it's because of those that they dropped AVX-512), while AMD embraced it. If new Intel CPUs would have been simply like the i9-11900 but better (in a different way than the efficiency cores, more like faster, more performance cores, more SIMD etc...), I'd probably just have kept getting Intel ones out of habit.