Did it have to be Windows? This is the sort of thing Linux or *BSD boxes are better suited for. I wouldn't even consider a Windows machine for the task unless there's some sort of licensed software you need to run on it to get the job done.
Definitely, though enabling conntrack on Linux has similar characteristics (forces single thread with some kind of internal mutex) though it can do 5x the b/w..
We tried having stateful firewalls in front of our windows boxen, that's how I know.
Seems like Cloudflare has an older blog post detailing this too: https://blog.cloudflare.com/conntrack-tales-one-thousand-and...
Anyway, to answer your question: AAA GameDev (and their backends, if highly tailored) are Windows.