Yeah. I feel the same way. If not for the fact that my gaming PC pulls double duty as a work PC, I'd seriously consider ditching Windows 11 for Bazzite.
I worry that we are edging closer and closer to a similar phenomenon with macOS as well. Apple seems intent on squandering every bit of stability and sanity that macOS used to represent. Maybe now that Alan Dye is gone, we will at least see the abomination that is Liquid Glass fixed…somehow.
I game on standard Kubuntu, not a custom distro but to each their own.
All of my Steam games work under Linux. For one or two, I gave to select a specific Proton version, but that's the only issue.
Try dual-booting, and see if your games work...