Very few are these days with the enormous amount of resources Valve has been pouring into Proton. The only truly Windows-only games I have encountered were online multiplayer with anticheat and that was almost always because the developer chose not to support Linux (e.g. EAC, Rust) and not for lack of support for Linux.
Perhaps that wouldn't happen if more people switched...
those are the vast majority of games that people play
and people won't switch if there is no way to switch, it's like asking people to go on a hunger strike
Speak for yourself, there are hundreds of thousands of people playing games that do not fall into this category on Steam right now.
This hasn't been the case for at least half a decade. Most games run perfectly fine if not better on Linux. The only exceptions are purposely broken remote rootkit "anticheat" gsmes which no sane person would want on their system anyway.
With the exception of multiplayer games with invasive anti-cheat measures, a very large number of games works very well on Linux now with Wine/Proton. When using Steam this mostly works just out of the box without fiddling.
This is why I own a playstation
Because your PlayStation couldn't possibly be spying on you?
Because my playstation spies on my games, not my whole life. It's limitation of scope.
I guess for that you could have a Windows machine just for gaming. No need to deal with the trade-offs of that come with using a console (if that matters to you).
Though that would likely be a bit more expensive, or if cheaper it might be by compromising on GPU performance.
Not having a windows machine is one of the benefits of not having a windows machine! Using a console for gaming is cheaper, more secure, and more reliable then using a windows machine. The only downside is i don't have access to the wide ocean of steam and gog releases, but it's a fair trade as far as I'm concerned.