I went 100% Linux gaming since last November (Steam Deck and Desktop).
To this day I only ran into minor annoyances like a small keyboard issue with FFXIV (fixed using a checkbox in XIVLauncher), some gamepad issues (DO NOT buy the 8bitdo Ultimate if you want to use it on Linux, it is a nightmare. But the 8bitdo Pro 2 works flawlessly). And only two game that wouldn’t work : Gog.com Necrobarista (due to a coding error that freezes the game until achievement is displayed. Steam version runs fine), and Fortnite (not a huge loss, but I like to disconnect my neurones from time to time).
Other than that and the lack of first party support for gaming peripherals, everything is great. And my Pihole log isn’t flooded by MS anymore.