Emulation is not a bad thing - it gives users options. My point is that Microsoft were the only ones who managed to make a stable gaming platform.
Also "a lot of games benchmark better" - some games. And then some games don't work at all. And some games work with minor or significant issues. Which is not a slight against Wine and Proton as it's not an easy task.
Can't speak to it myself, but I'm not sure how up to date your infos are. I read a lot of reviews and it seems that the vast majority of the Steam catalogue should run fine on Linux today. The most important exceptions are games that require kernel-level anti-cheat (so if you're into online multiplayer games that could be a dealbreaker).