Proton is a compat layer, and it often incurs performance cost or glitches. In a few cases games are not even playable. Granted, some games work perfectly.
Nonetheless, I've done my fair share of Linux gaming, and I'd never ever recommend an average gamer to put Linux on their rig.
It’s a point where you can apply aforementioned anvil (something I frequently make use of) and just not buy/play any game that doesn’t work on linux.