Sure, if you want to run a recent game, or one that's graphics-intensive, yeah, it might not run well enough for you on wine, and you'll need to dual-boot.

Personally, I don't have that kind of problem, and I suspect I'm not alone. Of the games I play that don't have Linux ports, they run well enough under wine, even on my (recent) laptop with Intel graphics. But I'm a pretty casual gamer, and honestly find it rare that I just must play the type of games that require a high-end Windows rig.