A lot of games I want to play with mods, the authors only release Windows installers. A great example is Battletech, the HBS remake. There's a "BTA advanced" mod I like to run and it takes a lot of screwing around to get it to work properly in Linux, but it's a few clicks on Windows. I will agree Proton has come a LONG way and some titles are perfect, but I get so little gaming time that when I sit down, I don't want to fucking around with swapping various Glorious Eggroll versions of Wine, or wondering which version of .net I need to get the game to run under Linux. On Windows it "just works".
I do have a few titles I play on Linux, but I keep that laptop around just for gaming because I don't want to mess around. Anecdotally I would say 90% of my games work absolutely perfectly with Proton and it's mostly mods that screw up the experience.
I think everyone goes through a zealot period where they have discovered it and want the whole world to get on board. Now the setup works great for me and I do not care who else in the world uses it. My limited exposure to Windows 11 is infuriating and I'm eternally grateful to open source devs that I have a relaxing and functional Linux environment.