What virtualisation software did you use to achieve that? I spent a few days trying to get it to work on virtual box, vmware and kvm.
I gave up and install the Windows to dual boot.
You can get it to work with VMWare and KVM, but in most cases you'll run into problems with hardware. Very few motherboards (and GPUs) actually properly implement the required functionality, so if you don't consider this use case during hardware selection, chances are you won't be able to get it to work in a stable manner.
A motherboard claiming support for VT-d is no guarantee that it is able to do anything useful with it.
You get to avoid using WSL and get the full Linux experience without compromising gaming – with few exceptions: the more extreme anti-cheat software detects VM usage, and that applies to a very small set of AAA games.