DRM in many games doesn't work on Linux. In some cases, like games that use EAC, this is technically just a checkbox at build time where they decide not to support Linux.
There are also some weird libraries and low-level interfaces that refuse to even work through wine/proton, but that's pretty rare nowadays. You have to be actively trying to find something that won't work at all on Linux.
I assume using anti cheat and not including the files so it works on Linux. I'm of the opinion people shouldn't buy games with anti cheat, but that's just my opinion.
Meh i had to restart overwatch a few times because it has a bug where sometimes miving my mouse in any way causes me to look up and spin counter clockwise at an insane speed... So yeah theres that
For sure, but just as an example I tried starting Black Mesa on steam yesterday, which has a native release, but had to tinker quite a bit to get it working. Unfortunately I think it's often the case that the native releases gets forgotten and lags behind the windows/proton releases