Hasn't Steam Deck pretty much solved that problem by shoveling such insane amounts of money into Wine/Proton that it is able to pretty much run everything you want in terms of games?
There are still a lot of issues playing games outside of Steam, and not every game is available in steam.
As someone else said there are some issues with anticheat (but some do work).
It is also not unheard of for a game to have an update and it break the proton compatibility. Meaning anyone who wants to play the game has to wait for proton to update with a fix.
Unfortunately there are a select few (though popular) games like Valorant that won't run because they require anti-cheat software with Windows kernel-mode drivers.
There are still a lot of issues playing games outside of Steam, and not every game is available in steam.
As someone else said there are some issues with anticheat (but some do work).
It is also not unheard of for a game to have an update and it break the proton compatibility. Meaning anyone who wants to play the game has to wait for proton to update with a fix.
But also, not every game on Steam works either.