Well, Total Warhammer 3 for example did not work for me through official Steam, even though it should. It runs on the same computer on windows without problems. And with much more tinkering I surely could get it to run on Linux as well .. but I want to play games to relax and not get and solve new problems.
My favourite games all do, but I'm already using consoles exclusively for my gaming because I was unhappy being held prisoner.