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Basically everything for Windows runs on Linux now. Some things have anticheat issues, but even there things are getting better. The only thing I've had trouble to get running is Zoo Tycoon 2, a game from 2004

Which is funny, because old games often run better under Linux than under new Windows versions. The WineHQ page for the game does not have many entries sadly, https://appdb.winehq.org/objectManager.php?sClass=applicatio....

they are all in the protondb

You should double check what is available via Steam on Linux. https://www.protondb.com/

High-quality native-to-Linux games are few and far between. Valve is doing amazing work with Proton, though, and many games are just as performant as they are on Windows. Some are even more performant than on Windows (though that's not super common).

This really isnt true anymore. Steam, proton, and the recent improvements in anticipation of the steam deck have really changed gaming on linux.