Recent testing revealed that Arch Linux, Pop!_OS, and even Nobara Linux, which is maintained by a single developer, all outstripped Windows for the performance crown on Windows-native games. The testing was run at the high-end of quality settings, and Valve's Proton was used to run Windows games on Linux.
Sure but gaming is predominantly a social pastime. Meaning that most gamers will make the trade off between installing anticheat and not playing the game their friends are all playing, much like the overwhelming majority of people will trade privacy in favor of being able to send a message to friends on Facebook.
It doesn’t matter how much you value your privacy: most people don’t care and never will. So without the option to give away privacy to play the latest Ubisoft game they won’t be using Linux. Full stop.