That’s odd, I installed Nobara as my OS and almost any game is just install and click play and it plays flawlessly. Using both steam to install and Heroic Launcher (which you could try) that has the capabilities to get the games you have on GOG, Epic and Amazon Prime*. Don’t forget that in steam you need to enable Linux/Proton in settings.
Otherwise ProtonDB is a great resource to see what games run on Linux, how well they run and how each person ran the game.
Edit: I do believe getting a dedicated gaming distro does help as it has a lot of necessary tweaks pre-configured. For that I’d recommend, Nobara, Garuda or PopOS!