Objectively, windows is the platform for gaming in terms of volume of games available. Valve has made some massive strives at making games compatible for Linux through Steam Proton, their gaming-focused compatibility layer, but when I moved over to Ubuntu from Windows a mere 40% of my game library was deemed "fully compatible" and the current whitelist for games Proton makes compatible (games never designed to run on Linux) is still only in the double digits. Individual results vary heavily with Proton compatibility, however. It depends on your hardware/distro.
Gaming on Linux is also pretty much never as streamlined as on Windows. Some developers will release their games for both platforms (many indie titles on Steam work this way), but that requires maintaining two versions of the game, and oftentimes there are bugs in the Linux version that don't exist in the Windows version, oftentimes game-breaking (Risk of Rain has a bug that prevents you from unlocking a character in the Linux version).
Gaming on Linux is viable, but by no means objectively superior. It has been getting substantially better in recent years and is showing no sign of stopping.