If Linux was as much of a supported platform as Windows is, Linux's market share would be much closer in parity to Windows.
IME "support" is mostly notional anyway. In terms of what will run, it's true that a bunch of PvP games for Windows require Windows kernel DRM, and will not run on Linux. Or, you have a degraded experience where you cannot connect to most servers, and there may also be no anticheat functionality at all. So yes, if you want to play those games, you will still need Windows.
Otherwise, most games seem to work on Linux now, including a bunch of older games that don't work well on modern Windows. Market share is only a matter of time if Microsoft keeps alienating users.