I use Proton (Linux) for games where my hardware is overkill or my FPS is good enough.
But in games where the hardware is maxed and the FPS is below my preference. I use windows because there is still sometimes like a 10%-20% loss by running windows stuff from Linux.
In Steam Deck could be different because it’s more optimised maybe. There are exceptions that run better on Linux I understand (example: same FPS but less stuttering).