There are a suprising number of games with a native Linux version, like ArmA 3 (which is an ancient, broken, outdated port, but it exists and used to install by default), or Minecraft, and plenty of other games have native linux versions that aren't advertised anywhere. Vintage Story is native and runs super well.

Due to a lack of testing on all parts of that pipeline, it's usually better for performance and stability to run the Windows version via Proton anyway.

Slay the Spire 1 (Java) and 2 (Godot). Ironically, StS1 ran better under wine than natively.

Anyhow, there are plenty of native games, we just don't notice, because running them tends to not be any harder than running Windows games these days.

Loki Entertainment in the good old days, anything Android NDK, which uses OpenGL ES/Vulkan/OpenSL/Open MAX.