The major anti-cheats do support Linux, but it's opt-in on the dev side because they're significantly easier to bypass than the Windows versions. It's not even close, getting around the Linux ACs is child's play. It sucks but nobody really has a good solution yet.

Alternatively it's still a pretty small slice of the market that's not willing to dual boot for the major games that do require windows only anticheats so it's just not worth their dev and support time to try to serve that small slice. Valve's work on Steam Machines/Decks is the thing needed to actually push developers to supporting it by providing a relatively consistent target OS and a large enough install base to justify spending the money to support.