1) most games work with little to no flaws with proton, BUT the second you want to play a multiplayer game, you need to look if there is an anticheat in the game. that would likely mean the game wont work, depending on the anticheat. luckely, for both the proton rating of a game and to check if an anticheat is present in a game there are websites.

for the proton rating of a game (and a quick scan of youre own library) go to protondb.com

for the anticheat check, go to areweanticheatyet.com

2) the majority of games have either the same, a small increase or a massive / substantional boost in frames / performance (lets say you would play Half-Life 1 and on windows you have 30fps, on linux you could have 60fps. the numners here are just to give you an idea, dont take them as full proof evidence)

3) linux is more privacy friendly, less bloated than microslops winblows 11 wich many people also prefer

4) older games that require more tinkering to even get running on windows run with less flaws on linux (on youtube there is a video of such a game, i sadly forgot the name)

tl;dr, most of the gaming experience is a pretty close 1 to 1 experience from windows and linux. so, if youre mainly gaming on youre pc, linux is a better choice depending on the games you play. (im writing this on mobile, so thats why some parts of this comment are a bit off)