Not in niche games. Rimworld and Stellaris (for instance) are dramatically faster on Windows, hence I keep a partition around. I'm talking 40%ish better simulation speeds vs Linux native (and still a hit with Proton, though much less).
Minecraft and Starsector, on the other hand, freaking love Linux. They’re dramatically faster.
These are kinda extreme scenarios, but the point is AAA benchmarks don’t necessarily apply to the spectrum of games across hardware, especially once you start looking at simulation heavy ones.