Think about it like this: if you we're to sit down and port a Windows game to Linux manually, what would you have to do?

1. You would need to translate the Windows API calls to something Linux understand. That's what WINE does.
2. If the game runs a Microsoft proprietary rendering engine, you would need add Vulkan support. That's what DXVK/VKD3D do.
3. You would need to convert any FMVs that use proprietary codecs to open formats. That's what Proton's transcoding feature does.
4. You will need to provide a shader cache to the user. That's what fossilize does.

So Proton is doing all of these things that you have to do when you port the game anyway. Why spend the money and resources to do something that Proton does for free? If Proton is in any way insufficient to run your game well, it's open source. You can submit merge requests to Proton yourself if you really care about Linux performance.

It's not about Proton versus Native. It's Vulkan versus DirectX. Games that optimize for Vulkan have zero overhead on Linux, and that's what devs should strive for.

It's nearly the same if not better in damn near every game I've played...guild wars 2 for instance had a 10-20 fps increase in certain areas on my Linux install over my Windows 11 install. It happens, I know it's hard for you to accept, but I daily drive endeavourOS and I would never go back to Windows and miss out on so many options to play my games better than I could on Windows.