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Honestly Steam and Proton have solved like 90% or more of this issue, i was in this spot in the past for a long, long time, but Steam has made this work almost seamlessly for a great number of games
And then i got the Steam Deck and this went into overdrive
At this point i feel like Linux is a realistic option for a gamer, qualified of course (anti-cheat tech tends to break things, plus there's a few problematic ones), but we are at the point where you can buy an AAA title and be relatively confident it will run on Linux (check first though)
Honestly Steam and Proton have solved like 90% or more of this issue
As a somewhat recent Windows expatriate (1.5 years I think?), I certainly recall more issues on Win11.