For me, it was Nioh. It would crash when using certain abilities, and cutscenes would just not work. It looks like it's still an issue for some people: https://www.protondb.com/app/485510
I use Windows 10 LTSC now for my gaming PC.
Most of the games using anti cheat systems. It even affects Windows VMs with GPU passthrough.
The only games that I still need Windows for are racing sim games. Wheel support in other operating systems isn't very good / doesn't exist.
Fortnite won’t work due to Epic’s anti cheat.
Tarkov (though I don't play anymore).
This is the only one I can think of off the top of my head, as well. It's not even that the developer is hostile to it, they're just tied up trying to hold the rest of the game together with glue and toothpicks and haven't taken the time to figure to figure out how to get their (not terribly effective) Battleye plug-ins to work.