Anecdotes like yours are why I'll probably remain on Windows for the foreseeable future.

Games on Windows just work. It's not even a question. I don't remember the last time I had to fiddle around to get a game to work properly, but it was probably 20+ years ago.

On Linux? Might as well play a slot machine. You might score a jackpot and the game has a native Linux port that works flawlessly out of the box. You might have a decent win with a non-native but works well with Proton. But there's a good chance it either won't work at all, or requires significant fussing to make it work.