It doesn't matter which is cheaper if Linux can only play a very small subset of the games. I certainly wouldn't spend $200+ on a video card and then limit myself in my game selection by refusing to spend an extra $100 on the OS.
It is not about the money. I do have Windows 7 installed on a partition.
I play games on Linux and it is a custom built computer with parts that were grabbed off the shelf without regards to Linux compatibility.
I have a GTX980, a 28 inch 4k monitor, an i7 4770, etc. Not the most expensive but certainly not cheap.
I still choose to play on Linux.
Apparently, according to Steam I am less than .01% of all gamers out there, but I do exist.
Why? I am tired of my devices doing things behind my back. Some devices give you the chance to control some of their nasty behavior if you hunt down the option, but all commercial software has behavior that I find reprehensible.
It is funny that Ubuntu tries to follow along with that mess and that Redhat tries to do vendor lock-in. What a wasteland. Modern computing is just terrible.