Because I do other things with my computer and use Linux because I like how I have it set up not because of ideological purism. I do not like how Windows and Mac work. I dread booting into Windows to play games.
The reality is that the vast vast majority of games are not FOSS. You have no idea what makes most games tick. So if you are that concerned about FOSS purity I question why you play games on any platform. Windows or otherwise.