Nobody cares if the games run natively. What they care about is whether they work correctly.
I agree that the compatibility is not perfect, and it is slightly irritating to have to try both PlayOnLinux and Lutris to find out where some games will run. But there are compensations for some users.
Specifically, many older games will run on Linux that won't run on Windows at all, even with patches.
If you only play new games, and you do nothing E else with your computer but that and possibly running some other software that only runs well on Windows like current Adobe stuff, then you will be best off on Windows. Everyone else is better off on Linux, unless they want to play games that require Kernel DRM.
Most modern games which don't require that run very well on Linux. And nobody cares if they need proton. It's not like it's hard to install.