Other than the false dichotomy. Yes. I would rather not have the game on Linux, than have to rely on proton.
> Edit: regarding the "works for me", I see your point but what else would I do? Stay on Windows because some games, not the ones I play, don't work on Linux? Of course I'm switching.
Dual boot. It takes seconds to boot to reboot into another OS, drives are dirt cheap. There is also GPU passthrough (which I am going to try with a Geforce 1030 or similar card).