The problem is that, long term, native games also break if they are not maintained. I trust more the wine/proton developers to fix compat issues than random game publishers.
Around the turn of the millennium a bunch of high profiles games were ported to linux. All of those are hard to run today as rely on libraries that are no longer easily available on a common Linux distro. Yet wine runs the WIN32 version just fine.
In the mid '10s Feral (and a to a lesser extent Aspyr), ported many AAA games to linx. Many of the ports were of quite good quality. I own a few of them, yet occasionally I have to switch to the Proton version as the native one fails to start.
OSS games are the exception of course: being able to produce a good working binary from source make them future proof.
