Windows is known for being the best operating system for gaming. It simply has the highest compatibility with the most titles. Valve is changing this with Steam Play.
Steam Play harnesses Proton, a forked version of Wine. It allows Linux users access to download and play Windows-only games. Multi-threading support is also better than on default Wine. 27 games were whitelisted so far.
Opt into the Steam Client Beta on Linux if interested. Valve hopes to get most games compatible via Steam Play.