I was shocked just how many things work well with Steam on Linux (Ubuntu LTS is what I run). I'm not a big fan of the "aggressively online, kernel anti-cheat" stuff, which I consider malware in a shiny package, but I've been surprised by just how well stuff works, either natively (more than I'd have expected), or with Proton.
In the end if I was playing a game alone I'd hack on it for days just to get it working so I can enjoy it on linux (hacking away at the game specifically not the linux install like needed for VR). But when I want to play a game with friends spending days (or even hours) isn't an option since they'll be onto something else by then.
I definitely get just keeping windows around. I'm lucky enough that things usually have Just Worked, and I don't use VR.
Being able to just play a game is worth a lot.
Edit: As mentioned by Cieric below.