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If you mean Linux-only classic open source games, like Angband or Battle for Wesnoth or something, they still exist, but the demand has clearly gone down because now almost all games work on Linux. Except the ones with anti-cheat systems that rootkit-style access to your system.
My only concern is that this is mostly just the result of one very influential company. If they turn evil on us...
What about the performance (especially the bottom 1% frame time)? What about availability of those games in free online game libraries?
By allowing a lot of people who are willing to take a performance-hit to transition to Linux, they sow the grass-roots necessary for the game studios to release native games on Linux.
So it took decades to understand that things aren't working and then investment from multi-billion company to finally start getting anywhere.
Meanwhile on Windows you can play today, could play 10 years ago, could 20 years ago. That should answer how it's still in business. It just works.
Also "a lot of games benchmark better" - some games. And then some games don't work at all. And some games work with minor or significant issues. Which is not a slight against Wine and Proton as it's not an easy task.