Sure, the Linux kernel will let you load any unsigned kernel modules you want...but cheating is still possible (and happens) on Windows, so...
(Granted, trying to stop someone from running code on their own computer is a losing battle/stupid idea from the get-go)
I'm guessing it's because Linux constantly breaks ABI for out-of-tree kernel modules. And because every version of a distro can have a different kernel it's a nightmare of a support matrix.
That and Secure Boot establishing a chain of trust. Valorant requires Secure Boot and TPM 2.0 which means users can't modify the kernel driver. I'm not sure if Valorant wants to distribute their own Secure Boot keys and sign all the distro kernels + their module.
Meanwhile, kernel level anti cheats live their full life on the CPU and the logic is itself the software driver. Hacking the software driver therefore gives you actual direct control of the anticheat behavior and functionality itself.
the problem is anti cheat vendors see linux as a small market so its not worth the effort to make it work. maybe valve can help by giving display priority to games that support linux and a warning banner for those that dont. or team up with epic games but gaben would probably have to invite tim sweeney to valve hq and personally explain it all.