Not fully true. Yes a lot of games run on Windows.. But a lot of them also run on Linux, in some cases even Native, in other cases using Wine/Proton from Valve. See: https://www.protondb.com/

A lot of online pvp games do work under Linux as well. But then again.. AAA games are the most problematic.. because they just stuck, and get ignored by the devs/publishers. I'm looking at you EA!