Damn Microsoft creeped me out with all that spyware so they drove me off, I was perfectly happy on Windows up until the telemetry updates in 7. I've gotten used to Linux simply because that's the only viable alternative for personal computing. Gaming doesn't reveal that much personal information as compared to day-to-day personal use.
I don't prefer either Linux or Windows for gaming, I prefer the one that gives me the most FPS. (Perhaps outdated) experience is that it's Windows systems by a large margin. And they also have support for a wider ranger of peripherals.
And if your only use case is gaming, you should use Windows because that's the platform game developers target. Linux will behave differently (sometimes better, sometimes worse), and you're unlikely to get support if there's a Linux-specific issue, and multiplayer gaming still isn't great on Linux due to anticheat either not working on Linux or anti-cheat flagging Linux users on accident.
That being said, if gaming was truly the only thing I used a computer for, I'd switch to console gaming. The experience is usually smoother since devs only need to target a handful of hardware configurations.
However, if gaming is secondary to the main purpose of the computer, Linux is a great option if it fits your workflow. It fits mine and I've been Linux-only for ~15 years now (I keep a Windows install for testing stuff, not gaming), and I actually switched to Linux knowing that gaming wasn't really going to be a thing (I played a handful of games, like Minecraft and Factorio, but mostly used it for school+work).
I think Linux is great, but don't switch just because of some benchmarks, switch because it fits with your overall computer use cases.
If you have an Nvidia GPU don't switch to Linux, especialy if it's a pre-Turing model. If you have a Turing+ GPU though wait for a year until NVK is actually usable, then look into it imo.
That's the plan, I can't run Waydroid on the current hardware and that's a big bummer. I got the rig when Intel+nVidia had a large lead on AMD and it was primarily for Windows gaming. But it's a midrig at this point so the CPU would bottleneck. I'm hoping to come back to all AMD with a full upgrade at one point.