Sure, if you want to run a recent game, or one that's graphics-intensive, yeah, it might not run well enough for you on wine, and you'll need to dual-boot.
Personally, I don't have that kind of problem, and I suspect I'm not alone. Of the games I play that don't have Linux ports, they run well enough under wine, even on my (recent) laptop with Intel graphics. But I'm a pretty casual gamer, and honestly find it rare that I just must play the type of games that require a high-end Windows rig.
NVIDIA ones. I tried with proprietary, MESA and Nouveau. Never managed to get the same experience as on Windows.
It's a shame, because it literally can't be anything but the software. It's the same hardware with different OSes.
Might even be windows specific optimizations on the games part, but in the end it doesn't matter.
The bottom line unfortunately is: it's significantly worse.