I don't see how that can be true. Valve has made huge strides in pushing Linux gaming forward, and thousands of Windows-only games are playable on Linux, sometimes even with better than native performance.

The small percentage of games that have anti-cheat mechanisms or intrusive DRM (Steam notwithstanding) that are problematic on Linux are likely games that don't deserve my money or attention anyway.

Disclaimer: I do still game primarily on Windows, but mostly because I find dealing with Linux issues (whether that's related to games or otherwise) much more annoying than dealing with Windows' spyware. I can reasonably handle the latter, but nothing is more frustrating than having non-working software when I just want to unwind for a while. I think these are not unsurmountable issues and am pretty hopeful the state of Linux gaming can only improve.