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Everyone in the comments: "Actually I don't have the same problems so this is wrong"
That's because Steam/Proton has mostly solved this (with some qualified notorious exceptions), which used to be a real problem even just a few years ago, but not remotely as much these days; the meme is mostly outdated by now, I've lived both cases and it used to be a pain but these days? people are spoiled by Valve and many have never lived the OP situation (which is great news!)
"I don't have the same problems anymore so this is outdated"
Ftfy
Still applies though. "Oh but it used to be worse"
Obviously I can't speak for everyone, but personally speaking I've had no issues playing the multiplayer games I play, which (in my particular situation) puts me above at least one of the windows users in my group
Installing things not through steam can take longer sometimes, but I always made sure to do that ahead of time anyway
Yeah, I mean, the best thing to do is to get it working ahead of time.
The same is true no matter the OS, It's always good to be prepared ahead of time