Surprised that nobody yelled Proton yet? Lots of Windows games running pretty good, some close to native, some even better on Linux through Proton. But here is the thing you mentioned which could be a problem: anti cheat. It works on Linux but depends on the developer to enable it. Some major games simply does not support it. You can check them here: https://areweanticheatyet.com/ , for general compability check https://protondb.com , even non Steam games can run through Lutris with little to no hassle. Proxmox with GPU passthrough seems like a big clunky overhead in terms of gaming but maybe you got that game that will never run on Linux.
Postfix! I worked at an E-commerce company that sent newsletters(spam) through shitty Windows SMTP servers. Looking for speed and some other neat things (DKIM and modify headers) I setup postfix on Debian and I guess this system is still running. Quickly after that I explored NGINX as a reverse proxy for yet again shitty Windows IIS webservers. This was my entry to open source and Linux in general.