No one is stopping you?
You can get a console for games or try and get your games to work via wine. I did a combo of both.
I tend to prefer console because I want to avoid the usual PC issues: DRM, drivers, random crashes.
For example, I get blue screen crashes when playing Serious Sam 3.
Adding another layer of potential problems on top of that (Wine) is not a good solution.
That's why I'm hoping that game developers support this.
I am one of those Linux users that spend more than the average on those Humble Bundle games, and I would love to finally be able to remove my Windows partition entirely, and maybe just keep a Windows VM if I need it. I would have done so already if running a game in a VM worked properly.