This is a choice for you! I'm a pretty heavy PC gamer and whilst I've run Linux since I was in college (UK college, not US) I've always had a Windows install for gaming.

A few years ago, I finally decided I'd had it with Windows and their crap and uninstalled it. If I game doesn't run on Linux, I don't play it. Simple as that.

I'm lucky in that a majority of games I play run fine on Linux, the only real game I'd love to play is Vermintide 2. My friends also run a mix of Linux and Windows and so we're fairly fine skipping games as a group if we can't play on Linux.