Yeah, gaming on Linux has seriously come a long way thanks to the efforts of Valve and the wider community. My main issue with gaming on linux is cloud saves; while it generally will work with Steam, other platforms like GoG have no such capacity, and it's a real drag compared to Windows.
I recently set up Game Backup Monitor (http://mikemaximus.github.io/gbm-web/linux.html) for GOG games. The backup location is in OneDrive. I do have to import the backup manually, but the combination eases the pain.