Steam+Proton has been so incredibly good in the last year that I’m yet to install Windows on my gaming PC. I really do recommend anyone to try out that option first.
Also, I've been using Lutris to install things from GoG or even standalone games. Pretty straight forward to manage what proton version to use for each there.
After 3 years, I haven't missed Windows a single day.
My main hobby is videogames, but since I can consistently play most games on Linux (that has good AMD support), it doesn't really matter.