This is exactly the problem. Gamers are paying for Windows, just to play games, because the free options aren't usable, because of DX.

They're not choosing Windows because it does X or Y better or because it's a consciously preferred choice, they're choosing it because it's the option they get by default and because it keeps being reinforced through support of proprietary systems like DX.

Though only anecdotes, I sure do see a lot of comments around people willing to support/use Linux if not for lack of games/particular apps. As you state, gamers don't care what OS they use as long as it works. And well, Linux is free and works, it's just not well enough supported because of the chicken and egg of no market size vs no products available so no market size. I.e. if AAA games were developed with full Linux support, gamers wouldn't care if you gave them Linux as default instead, would they?