I did _exactly_ this 3 days ago after I hit a random keyboard chord on accident and brought up CoPilot (which I don't recall installing). I had held on to Windows for gaming just because I didn't want to fuss with Linux, but it was the straw that broke the camel's back. Instantly installed CachyOS onto a USB stick and formatted my entire drive.
I use KDE Plasma and it worked just fine. In fact all of my games (including Arc Raiders) are working just fine on Proton 10, maybe running slightly worse. The only issue I've run into is getting battle.net working through Lutris; I ended up manually installing it through Proton 10 on Steam and it worked just fine. Wish I made the switch earlier.
I got Battle.net working through Steam. The way I have it is I add the battle.net installer into steam, add proton compatibility, once you run it it installs, but next time you run it, it just opens the launcher unless it needs an update. Then you can install World of Warcraft and other games there and run.
So far so good running CachyOS and KDE Plasma.
Lutris by default will use an older WINE version (something based on WINE8 IIRC) by default for reasons I don't quite understand. You can, however, configure Lutris to use proton-cachyos by default, to which I was able to get Battle.net to install and work correctly without issues. Not sure what feature was implemented in later WINE to make that work better, but it works.