In my experience, Linux has been superior for older games because proton (the compatibility layer that makes windows game work on Linux) has a ton of old windows components packed in that are broken on modern windows.
The main issue people have these days are with newer multiplayer games and anti-cheat not playing nice with proton.
Modding can also be a bit of a hurdle if you’re into that sort of thing, but with a bit of work it’s doable.
Most MMOs should be fine. Off the top of my head the games that don’t work because of anti cheat are Destiny, CoD, and the Riot games (League and Valorant)