That really surprises me, since Windows and macOS games can be virtualised with (almost) no performance overhead.
Online games with anti-cheat software tends to block you, such as League of Legends and Valorant, but most offline, and non-competitive online, games just work.
You may need to go into the Steam settings, the tab Compatibility, and choose a Proton version.
Proton Experimental is recommended, this may sound weird but it's just their rolling-release version and it's very stable.