Now that Steam is all in on the Steam Deck and SteamOS there is much better support for games on Linux. See ProtonDB.
Also, the Linux distro Pop!_OS has worked quite well for me for games. I use the NVIDIA version which bundles NVIDIA’s propietary library blobs which also helps with the game compatibility.
But all in all I agree with you that even with all of this it is not as smooth as just click and play on Windows. 🙂 Plus some games just don’t work on Linux at all so there’s that. Lol.
Shelves in a closet, happy thought indeed.