As Mr. Miyagi would say:
"Walk On Road, Hmmm? Walk Left Side, Safe. Walk Right Side, Safe. Walk Middle, Sooner Or Later... Get Squish Just Like Grape!"
Or, how about Yoda:
"Do or do not. There is no try”
What I'm saying either Linux rules the roost or Windows does. The "roost" in this example is your hard drive.
I don't tend to rely as much on Valve's compatibility rating as I do ProtonDB's. Even though it takes extra steps.