I don't choose a platform because it has "many games", I want to play games X, Y and Z and I want no issue, what OS should I play them with.
The answer in 99% of X, Y and Z combinations is Windows tragically
Only "native" Linux games I've played are Counter Strike: Global Offensive, Dota 2, and Insurgency. Beyond thous only game I've gotten to run smoothly enough that I could even consider playing them is Minecraft (which obviously runs even on a potato). But even with these I had some problems. CS:GO's FPS didn't quite keep above 120 all of the time and Dota 2 had few graphical glitches.
We do get our share of AAA titles, just not as many as on Windows. As it is, there are more appealing titles than I can ever play without cutting into work, chores, or (non-gaming) leisure time.
Most indie games benefit as well though; even though these do tend to work on less well-endowed GPU's, they simply look better with a heftier graphics card. I've got a desktop computer with beefy GPU exactly because I enjoy gaming; and it runs Linux, exclusively.
I also enjoyed Thimbleweed Park and I see the (excellent, btw) Wonderboy remake was released for Linux this week. Us Linux gamers are incredibly well catered for these days!
(Ubuntu // i5 2500K // GTX 970 with Intel proprietary drivers, FWIW)