It's worth having a look at https://areweanticheatyet.com/. I found that the most of the games I play which use anti cheat work on Linux. It's also not hard to dual-boot windows as a backup, though I haven't had a use for my windows partition yet.

Thanks. I intentionally avoid games without KLAC now because the cheating is so bad. The most recent example is Arc Raiders. Such a fun game at launch, very quickly overrun by cheaters. They eventually added KLAC but because they also offer a Linux build, they could not stop the cheating. The game is mostly dead now, [down to just 6% of its peak.](https://steamcharts.com/app/1808500#All)