Anti-cheat. Shooters use a variety of kernel-mode anti-cheats that mostly work pretty well, and those require Windows. Developers are hesitant to support userspace Linux anticheats since they're not as effective.

The Counter-Strike community, for instance, plays competitive games on FACEIT which uses their own Windows-only kernel-mode anticheat because they don't consider Valve's VAC to be good enough. So despite CS being a Valve game, you can't realistically play competitive games on SteamOS. Valve's native competitive mode, Premier, has already been dismissed as full of cheaters.