I've more or less permanently switched to Linux and so far gaming has not been a problem for me. Most modern games run fine with Proton/Wine through Steam or Heroic Games Launcher for Epic and GOG.
I run Windows XP in a VM for some older games that either don't have Linux source ports or straight up refuses to work through Wine but that's a very small number of games.
Naturally you won't get the same performance as on Windows so if that's a big concern then running Windows games natively is of course the better option. But I just can't stand Windows anymore so I'd rather take the performance hit since the compatibility has become so high at this point.