Ironically, as a Linux user, I have a special Windows VM setup that borrows a GPU from my host and so can run games just fine, but with regards to anticheat-protected games (a major reason it exists in the first place), it sees far more use testing games for other people than playing games I actually like. Most of which don't work, incidentally, as anticheat that blocks Proton tends to also be pretty bad about VMs as well.
Whether this changes with the revelation that Destiny 2 knows when it's being run in a VM and does not give a shit, we'll see.