I was amazed yesterday. I tried L4D(1) on native GNU/Linux Steam (Ubuntu) and it just worked after installing the game, zero tweaking. No need to set up Steam for Windows with WINE or anything.
As a complete casual Linux user (made the switch last year), all the games I previously played on Windows work on Linux smoothly with minimal or no intervention on my part. Even started fiddling with emulators - Legend of Zelda BotW on yuzu worked right out of the box