Sorry for the wall of text. Ill stop after this. Feel free to PM me if you have any questions.
Thats the great thing about Proton. Its a compatibility layer, built on WINE. It translates Windows system calls to Linux system calls. The games themselves dont need to support linux because Proton will do the translation for a Windows game to run on linux. Of course games will run better if they have a native linux version, but most games running in proton have near native performance. In some cases games run better in proton than they do on windows.
I do encrypt everything so it wasnt really a concern for me. On top of that, Windows cant read/write to most linux filesystems without additional software so thats another layer of obfuscation.
About the GPU, Nvidia gpus work, theyre just more likely to cause issues due to nvidias unwillingness to open source their drivers. I havent used a nvidia gpu on linux in several years , so this may not be true anymore. Nvidia seems to have gotten better about linux support in the last few years.
AMD drivers, at least on the linux side of things, are open source and maintained by the community + AMD. In fact, i dont even have amd specific drivers on my computer, i just use mesa which is the open source graphics driver for linux.
As an example, when i originally switched to linux I had a Nvidia GTX980. Some games just refused to work. I always thought it was a linux thing. When i finally built a new computer in 2021, I went with a RX 6900XT, and all those games that refused to work, magically started working.
A couple years ago, a friend of mine built a new computer and i helped him install linux. There were a few growing pains since he was new to desktop linux (he had been running linux on servers for a couple years). Once he got his system configured, its been solid ever since, and after a year or so he even told me “I hate to say this, but it just works. I didnt think it would be this smooth and i figured i wouldve switched back to windows by now”.
Like you said, you have nothing to lose but time, and if you have the time, i would definitely suggest you try it out. You might be surprised.