"Many" is definitely more in line with what I'd expect, yeah :) Sounds like most of your issues are multi-monitor & windowing related, which isn't surprising.
Games make a lot of assumptions based on how Windows's one-and-only window manager operates, stuff like windowing message and focus event sequences, effects of various windowing states on window sizes and chrome and mouse cursor behavior, and so on. Linux WMs don't match Windows's behavior or even other WM behaviors, so it's a nightmare trying to get every WM to align to how every game expects Windows's WM to behave. Then multi-monitor adds another layer on top of that, for things like reporting resolutions, cursor behavior, window focus, etc.
We focused on the big 2 (Gnome & KDE) on X11, and personally I use multi-monitor XFCE on X11 so I was quite motivated to get games working well there, too. Plus SteamOS's compositor/manager on Wayland, obviously. But there's so many combinations affected by so many things (I didn't even mention graphics driver behaviors on any of the above...) it's just really hard to get right as you add more little edge cases. And as you said, many games get it wrong on Windows, too. We'd often reproduce bugs on Windows just as they were reported against Proton.
All that is to say, yeah, I believe that has been your experience now that you've explained a bit more :)
Ah wow I see you did work for Code Weavers. You guys are rock stars!
Once upon a time I was a paying customer (like in the early early aughts). Glad to see them still doing their thing.