Windows doesn't clearly have such an advantage anymore.
I've switched to linux for gaming and have no issues, even running games like GTAV (excluding the occasional nvidia BS...).
(Of course it should go without saying that all my many Linux native games also tend to run fine as well, although a rare few of them require running in Valve's "Steam Runtime for Linux" container thingy.)
Having investigated problems with Windows, I think it is fair to say that Linux is more reliable on supported hardware. The main problems with Linux are: some hardware is not supported, and sometimes Linux only supports a subset of the functionality of hardware it does support. If you're careful with what you buy, your experience can be just as good (if not better) under Linux. If you're not careful with what you buy, you can still luck out and have a positive experience.