Yeah when I mentioned windows I was think specifically of the anti cheat running at ring 0.

Also, there are a few more hoops to jump through on Linux if the software is expecting a windows environment and you are running it via proton.

But yeah, I considered running all my games in a distrobox session, but quickly realized it's so tied to the host that I would have to try a jail and like you said, the game may not work at all.