The biggest issue is certain DRMs aren't supported in Linux yet, but others are, so it's just game dependent. I mostly play single-player, but the multiplayer games I do play work fine.
I don't have Windows on any machines at this point. I've converted everything to Fedora Silverblue and it's fantastic.
Perhaps you included this in your DRM comment, but I think the biggest issue is anti-cheat. Most online games with a sufficiently large 'competitive' element require a kernel-level anti-cheat which won't work on Linux.
My understanding was that EAC works in userspace mode on Linux, instead of at the kernel level. So, you can enable it, and it'll block the most easily detectable of cheats, but it's not very hard to bypass.
Then again, kernel-level anti-cheat is not that hard to bypass with special hardware, either. I guess someone ran the numbers and decided that blocking some percentage of cheaters at the cost of blocking 100% of Linux users was a worthwhile trade.
I have a Steam Deck for my main gaming machine (SteamOS), my laptop is a Framework 13 (AMD), and I have a gaming VM (connected to the TV in my living room) that's running an old GTX 1070 (both Fedora Silverblue).
I have been gaming on Linux for many years, nearly anything I played worked really well, even modern games like cyberpunk or elden ring, for the distro I am using an immutable distro based on atomic fedora called bazzite but I tried fedora and arch and they work as well. I don't think anyone needs windows for gaming.
I've played on Ubuntu / POP_OS! and I've played on Arch, I haven't tried other distros, but anyone else who has Linux and Steam has shared a similar experience with me.
I play all the Bethesda RPG games (TES, Fallout, and now Starfield) I even play online games with friends. Proton does a fantastic job, I think Rust, which I don't play anyway is one game you can't play on Linux due to them not adding support, which its not even an immense effort to support Linux with Proton, you include a DLL if I'm not mistaken.
I've played CyberPunk and other key games as well. Some games on launch are iffy, but after a few updates, they work flawlessly. Like Starfield was almost non-functional on Linux for me, then after a few updates it played flawlessly.
https://protondb.com is a community run database of game support on Linux. Nearly everything modern is supported, and with older games I have found Proton to actually work better than modern windows with some games. Furthermore, games like OpenTTD and OpenRA bring classic games natively to Linux for free. Distro wise, pretty much any of the major ones will work fine for gaming, though it seems Pop_OS is trendy for Vidya. Valve is about to (maybe they already have) release it's modified version of Arch called SteamOS for public use.
