That's mostly because games tend to be static software, and some really uptight people that don't understand that static software doesn't always need to be secure and bug free really hate the concept of static software on linux; and all the bundled secure packages tend to have drawbacks while modding.
But it's still a half step and especially blocks off older devices from accessing games that can run just fine under windows on those devices. Between that and the still weird 'find the right proton version for each game' step, that hurts adoption because people aren't going to just play around with settings forever just to play a game.
The solution would be just ship the libraries the games need for the native version bundled with each game. Congrats. You've solved the only problem with linux native gaming, and eliminated a whole lot of hassle and compatibility issues.