Have you seen recent benchmarks? Windows games actually run faster on Linux at this point.
On some games. This channel tested 20 of the most popular games last year. Several of the titles didn’t run on Linux at all. Windows had an average win on 4K, and Linux had an average win on 1080p. This is much closer than it has been in years, but it’s definitely not a clean sweep. As you explain, Linux also have major issues with anti-cheat which is used on some of the most popular games today. From experience, I also can’t use my very expensive wheel and peddles because of a lack of drivers. So I can’t make the move to Linux completely.