Linux

Operating systems can function very different. When creating software (like video games) the developer has to understand or use software dependencies which interact with the OS in a number of specific (OS dependent) ways. Stuff like where is app/user data stored, how to connect to the internet, how to display stuff on the screen (2D), how to display complex 3D geometry on the screen fast (3D graphics acceleration), where the host OS stores shared libraries (and what kind of libraries can the software expect to always be available), what security restrictions the host OS has, what filesystem the host OS uses, how to access the keyboard and mouse, how to interact with the kernel (very important).

Since Windows and Linux are so very different, built for different purposes by different developers, it is impossible to take a Windows exe and run it on Linux.

These days, the WINE project, with help from Valve's fork Proton, is able to run basically any Windows game on Linux with similar performance (if not better because Linux is lighter to run than Windows). It does this by creating a environment for the software/game that provides all of the OS stuff Windows software expects and translating it to Linux specific things.

TLDR: Linux is very different from Windows. Software meant for Windows won't work natively on Linux (since everything is different). For Windows software to work on Linux, the WINE translates all the Linux specific OS stuff and creates an environment for the Windows software that feels like Windows. Most things work with WINE except exceedingly complex stuff, like browsers which have native Linux versions anyways.

It all boils down to how such games (and softwares, in general) depend on dependencies. Imagine two teachers, both of which lectures to several students. One of these teachers are a mathematician, and the other teacher is an engineer. The first depends on math books, the latter depends on engineering books. Sure, there are mathematical aspects to engineering, as there are engineering aspects to math sometimes, but a math teacher can't use engineering books to lecture, while the engineering teacher can't use math books to lecture. They need their own set of books, even though these sets can overlap sometimes.

That's a similar situation to Windows and Linux softwares: one depends on Windows set of books, while the other depends on the Linux set of books. You can't just "import" the Windows books into the Linux classroom, because the classroom will also change: back to the analogy, the engineering classroom has engineering instruments and equipment, while the math classroom has scientific calculators and computers running R and Wolfram Mathematica.

there's nothing about Linux itself that makes the steam game not work. it's up to he developer to release a binary that supports Linux, most devs who are using tools like unity or unreal probably have the highest realistic chance of making a clean Linux executable

but the way proton works is to use the compiled binary for windows in a way to make it compatible for Linux

I'm answering a different question than the one you're asking, but I switched to Linux (specifically Fedora) as my main computer not too long ago. I had been trying to improve at Linux because I work in scientific research, but I was anxious because games seemed far...messier and complex than the scientific stuff I was more familiar with, and I didn't want to kill my recreation. This worry was unnecessary, because I have been immensely impressed by how straightforward playing Steam games through Proton (the windows emulation thingy that Steam uses). There have been a couple of minor issues that were easy to troubleshoot, and it was the kind of problem that sometimes crops up on Windows too.

I still feel quite overwhelmed by Linux, because I still don't really understand why some things work on one operating system and not another. Like, I understand that .exe files don't natively work on Linux (they require something like WINE, or Proton (WINE is like Proton, but not specialised for games)), but I don't understand why. I think to properly understand it, I'd need to become a kernel developer or something silly, so I think I need to make my peace with not really understanding the difference. I think that's okay though, because I don't really need to know that. It's sufficient to just know that they are different, and know how to respond (i.e. Knowing that the .exe version of software isn't intended for my system, but that I can probably run it if I use WINE or Proton).

Most of my teething problems with Linux have been non game related, and although some of them were very stressful to troubleshoot, I found it refreshing how easy it was to learn how to fix problems. Especially given that a big thing that drove me away from Windows was constantly feeling like my computer wasn't my own. Often when Windows goes wrong, it makes fixing the problem harder via hiding away settings, or obscuring information in a way that perversely makes solving small things require a much higher level of expertise. It ends up feeling like the system isn't trusting me to be able to solve problems for myself, which makes me feel powerless. I suspect you may relate to much of what I have said in this paragraph.

Coming to Linux from Windows can be stressful because suddenly, you are trusted with a lot more power. You can delete your entire operating system with one command if you want (sudo rm -rf /* , if you're curious) and there's nothing stopping you. The lack of guardrails can be scary, but there are far more helpful and kind Linux nerds on the internet than assholes, in my experience, so I have found many guides that guide me through solving problems such that I'm not just blindly entering commands and praying to the computer god. You sound like a person with a mindset towards progression, so you will likely do well with this challenge. If you're like me, you may relish the learning. Certainly I enjoy the feeling of progression that I've had the last year or so.

People here may suggest dualbooting or using a virtual box to try it out. I would suggest diving in, if you can. Unless you have software that you know is strictly windows only, setting aside some time to fully switch is a good way to immerse yourself. I tried with virtual machines and dual booting, but I ended up getting lazy and just using the Windows because it was the path of least resistance. I had to fully switch to actually force myself to start becoming familiar with Linux.

Hardly any of this directly answers your question, so I apologise if this is unwelcome; I wrote so much because I am more enthusiastic about this than the tasks I am currently procrastinating. Best of luck to you

Edit: some games have anticheat software that can cause issues. I play some multiplayer games with anticheat stuff and I've not had any problems, but I think I am fortunate to not play any with the kind of anticheat that gets its hooks in deep — they may be the rare exceptions to gaming being refreshingly straightforward. I didn't consider them because they don't affect me, but others have mentioned them and may have more to say.