Really that's the problem - Anticheat. Sure, at this point most games work on Linux. The problem is, most people don't play most games. Most people play a handful of games, and where the players go, the cheaters follow. In response, the game studios deploy more and more aggressive anticheat measures, ultimately breaking the tiny minority of people who would've otherwise been able to play the game on Linux/Proton.
Take a look at https://areweanticheatyet.com at some of the biggest games on the planet, and how most of them don't support Linux or Proton.