There's still room for improvement, but Linux gaming has come a long way in a short time.
I remember when Proton launched it was like magic playing games like Doom and Nier Automata straight from the Linux Steam client with excellent performance. I do not miss the days of having the Windows version of Steam installed separately.
Correction: Rust doesn't run properly on Linux because the developers fear an uptick on cheaters caused by EAC being less invasive on Linux than on Windows.