Okay, I finally installed a new SSD yesterday so I could dual boot and put CachyOS on it. Played a few games and it worked surprisingly well.
But it did take quite a bit more doing than installing Windows. The USB drive wouldn't boot when made with Rufus and I don't quite get how to manage the games installed in Proton (like where is their virtual C: drive?).
I plan on migrating more of my stuff onto Linux in the coming days and will see if it can't replace Windows eventually for me.