I play on Linux. Can you run your entire Steam library on it? new. Is any game likely to work on Linux? Hell yeah!
Some games have anti-cheats running in the kernel on Windows (on Linux it doesn’t work there, and you don’t prefer it). So Linux anti-cheat support must be enabled by the developer. This can be done either by creating a genuine Linux version of it, since we are Linux versions of these anti-cheat software, or by turning on Proton support in the Windows version. Fortnite (well, there is no Steam) has BattlEye and EAC, and it has intentionally disabled Linux support. Apex Legends has an EAC with Linux support. Arma 3 has BattlEye with Linux support.
When a game does not work, anti-cheat in the kernel space is usually to blame. But other than that, you rarely have a game where the problem lies elsewhere. In my experience there are very few, but every now and then you have. In practice, my games always work, provided there is no anti-cheat annoyance in them. But your mileage may vary.
In terms of performance, it will change at times. Native is preferable in principle, because WINE remains a translation layer that in principle adds an additional procedure. However, there are games that work better in WINE than on Windows. I think one of the Final Fantasy games implemented DirectX incorrectly which made it run poorly on Windows, but WINE had performance improvements again so it wasn’t an issue there. I should look for it, but I think it has something to do with turning off the multithreading property. This is more the exception than the rule. Not every native port is created equal. The Witcher 2 had a really bad port when the Linux version was new, although I think it fixed it years ago. I expect that if the Linux version and the Windows version of the game are well built, the Linux version will be faster. Simply because Linux has less overhead. But there are quite a few other factors that play a stronger role, so this rarely turns out to be the case in practice.
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