There's many different reasons (all of them ignorant or blatantly made in bad faith) but one that I recall off the top of my head is that, since Linux gives users more freedom and more control over their operating system and computer, playing on Linux makes it easier for you to cheat in games. They like that in Windows, there's parts of the system that Microsoft simply doesn't allow users to touch, because in some cases, they still can, so they can use that to implement things like ~~rootkits~~ sorry I mean "kernel-level anti-cheat" that users have no effective way of removing or bypassing.

They're owned by Microsoft?