It's a complex issue and kind of depends on your games and your hardware and your software. In general, you can definitely count out major competitive multiplayer titles that rely on aggressive kernel-level anti-cheat software, since that is essentially spyware and it's incompatible with Linux. Furthermore, very new titles often pose problems, as the primary target audience is always Windows. Linux compatibility is seldom considered by big publishers, and as such the FOSS community has to pick up the slack. With the release of the Steam Deck, Valve released a custom version of Wine called Proton, which acts as a compatibility layer between Windows and Linux specifically for Steam Games, but even that kind of is hit and miss. There's a website called protondb that is trying to categorize game compatibility but even good rankings (gold / diamond) usually require some small amount of fiddling with settings.

Overall, if you want to have a single-click to launch games experience, you're sadly still bound to Windows most of the time. But if you have the patience to experiment and learn new things, there's way more tools and possibilities than ever before. Just be prepared to troubleshoot some things.