Most “normal” programs use some “abstraction” libraries, so the programmer doesn’t need to know which platform it is running on. This “platform” is important because it is the layer that actually talks to things like your SSD, RAM, GPU, etc.

Videogames, tho, are very very specific programs that really benefit from very optimized code, so some of these “abstraction” libraries simply will be worked on for a specific operative system.

Thankfully, the people from the WINE project and lots of work from Valve themselves have made it possible to “trick” these libraries into thinking they are talking to Windows. It’s not perfect, tho, so some stuff is still not working, but you’d be surprised how much we’ve got already. Check out the ProtonDB project.

Ususally, like 99% of the time, it’s absolutely the fault of the game developers and by choice.

Pretty much any game can run on Linux nowadays. Some do even run better than on Windows, but most equally good or a tiny bit worse.

The main problem is (very invasive kernel level) anti cheat.

And sometimes, games work fine on Linux, and then the devs actively lock out Linux users for some ludicrous reasons.

You can visit protondb.com for a very nice overview of which games work and how well they do.

This is a little offtopic and a Lemmy cliché, but:
Go and try Linux Mint! I was a Windows fanboy for more than a decade, now I’m all team Linux. It doesn’t run all games (I’m not a huge gamer, so no expert) but most stuff i want to play is no problem at all. I edit videos with Davinci, produce music with Bitwig plus there so much great free open source software. Working in Windows nowadays makes me nervous. It’s so predatory and dishonest. Try to get off while you can, it won’t get any better. And it’s so much fun to explore a new OS with an opened mind and some curiosity.