I would say the opposite. Surprisingly many games still require Windows, at least on Steam. I can sometimes find something interesting that runs on a Linux too, but all the indie games are usually Windows only.
You're talking Native support. But go to settings in Steam and look for "Steam Play will automatically install compatibility tools that allow you to play games from your library that were built for other operating systems. Enable Steam Play for supported titles". Here's the list of how well they all work https://www.protondb.com/explore
Even most unsupported titles work. You can enable the setting to allow running unsupported games with proton as well. If a game doesnt work, you can refund it with "it doesnt run on Linux" as a reason. Of all the games Ive tried, only had to do that for three.
