From my experince AMD drivers are pretty close, I'd even say slightly better on GNU/Linux, definitely more stable and consistent. For Nvidia, yeah they are bad at supporting GNU/Linux. Improved a lot through the years but still not there. For Intel, well not exactly an option for gaming, at least not the integrated GPUs I have used so far, but still better than in Windows in a similar way as in AMD case.

P.S. Another great thing with libre/opensource GNU/Linux drivers: When you report a bug with Mesa3D drivers the bug is quite quickly fixed, especially when you can provide them with backtrace and/or Vulkan/OpenGL API trace. Doing a bisect of source code commits amd identifying the commit that introduced a regression also help a great deal. Good luck doing the same with closed/Windows drivers: you can wait for years and no fix.