With the exception of multiplayer games with invasive anti-cheat measures, a very large number of games works very well on Linux now with Wine/Proton. When using Steam this mostly works just out of the box without fiddling.

Very few are these days with the enormous amount of resources Valve has been pouring into Proton. The only truly Windows-only games I have encountered were online multiplayer with anticheat and that was almost always because the developer chose not to support Linux (e.g. EAC, Rust) and not for lack of support for Linux.

Perhaps that wouldn't happen if more people switched...

This hasn't been the case for at least half a decade. Most games run perfectly fine if not better on Linux. The only exceptions are purposely broken remote rootkit "anticheat" gsmes which no sane person would want on their system anyway.

This is why I own a playstation