I don't think folks realise how much effort and investment Valve has put into making Linux a viable gaming alternative for modern-ish games.
Most distributors use Windows because it is easy to install and setup for gaming. Is it perfect? No. But any vendor can pay Microsoft and get a viable OS for gaming.
Linux will need a lot of custom graphics card drivers and a lot of tweaking (think power as well as graphical features, memory, CPU etc) to get the optimum performance. Most OSes out of the box have OKish performance for gaming, which is OK for any hobbyist but would be a disaster for a consumer product.
And before Valve came along, Proton wasn't even a thing. Proton is now a thing, and the way Steam utilises it makes it effortless, but it will need a fair bit of custom args to get it working well.
Each of these things separately can be quite painful in its own right, but altogether it would be a headache for any company not well versed in Linux. Not only that, but having to provide customer support for a Linux OS would put the fear in most companies.
I would imagine most vendors would just slap Windows on their machine and be like "you know what to do with this" and let them go nuts.