pci passthrough makes that statement untrue nowadays.

PCI passthrough requires twice the amount of GPUs, for the same performance, if you want to game both on Linux and Windows.

PCI passthrough is still quite tricky to get right on many systems, and most of the people doing it reliably and stably with common hardware are pretty strong linux users who configured a KVM host to do passthrough.

Also, installing, updating, configuring, and maintaining Windows in a VM is substantially more hassle than installing a game in a CrossOver container. More people are familiar with doing the former than the latter, but the latter is still a lot less effort.

Still, gaming without the need for Windows is a huge plus that Wine is enabling for Linux gamers.