Almost all modern games work flawlessly through proton and I get better compatibility for really old stuff through lutris than I ever did on windows (I used to have to run a win 3.1/95/98 vm to play certain older games, now I just use lutris/wine).
The only stuff that doesn't work is multiplayer games with unsupported anticheat - it's always a crapshoot when something new and multiplayer launches. My backup plan for those if I really want to play them is to just get them on PS5.