Yeah, I think this is how I feel after using AMD GPUs to try to game on Wine for the past year after a few years of trying nvidia. I definitely prefer AMD, but there are _always_ weird things to try to work around on Wine; for more actively updated games (like MMOs), sometimes things will suddenly stop working even if they were running smoothly for a while. I think things are on average better now than there were a few years ago, and I hope they continue getting better, but right now I'm not sure there's any option for gaming with Wine/proton that doesn't require a lot of tweaking for performance at the moment.

It's not just on Linux though. My wife and I had literally identical setups with the one difference being the video card. I had an AMD card, she a NVidia. And the compatibility issues are real. For a specific example, Nvidia cards and Grim Dawn just don't (or didn't at least) get along, even on Windows - with about a zillion threads of such in the Steam forums for it, indicating it wasn't just e.g. a hardware failure type issue. And that wasn't the only game issues cropped up in. That's when we decided to replace her card with an AMD one, and we've had zero issues since.

Another fun thing (again, on Windows at least) is NVidia's drivers forcibly installing telemetry, even when disabled in the install settings. NVidia was king of cards for quite a number of years, but they're really not the company they once were anymore.

Are AMD cards any use for compute tasks such as machine learning though? I would like to build a gaming PC that I can use for stuff like that as well and I feel like there is no real alternative to CUDA at the moment

In theory, sort of, depending on the card and workload. In practice, much more of a headache since (if nothing else) the user base is much smaller.

That's coming from someone who just ordered a 7900xtx anyway.