The one thing you will need to do occasionally is experiment with different Wine distributions. This means you will need to right click on your game and select the distribution from a drop-down box. Exhausting, I know.
None of the games I've played recently even are on Steam, so no, your answer is misleading at best.
And no, I've not tried it recently on my main machine but I've tried it often enough that my summary is still: Feel free to try it, but many (or most) of us still have to stick with Windows even if we don't like it.