For a while, a lot of great, popular games were released for Linux. Unfortunately, I see that trend reversing recently (even more so on gog, where some publishers refuse to release their Linux ports on gog). Having unfriendly corporations gobble up relatively Linux-friendly companies doesn't help.

As mentioned above, you can just look for your favorite type of game by filtering for Linux in the store search. I particularly recommend the HBS games: the Shadowrun series and Battletech, just because I've played them recently. Also, for the same reason, in spite of my annoyance at inXile, I recommend Wasteland 2 and 3.

Keep in mind that many of the Linux games sold here are not native Linux games (or even native Windows games, for that matter, such as DOS games). For example, Two Worlds' "native Linux" port is just a wine wrapper. I believe that rather than using emulators or engines provided by GOG, you are better off using your own. Just download the Windows version and run on your own version of Wine. Just download whatever DOS/ScummVM/AGS version is available (wether it comes with a "Linux port" or not), and run it on your own version of dosbox/scummvm/(ags->scummvm).

In fact, I'd also recommend many of the games not sold as Linux games. There are games that are sold as "Windows Only" but use DOSBox or ScummVM, and they are relatively easily fixed to use your native version. I haven't met one that I can't get working yet, and better, since I can use munt/mt32. There are also games that could be using ScummVM, but aren't; see the scummvm compatibility database. Then there those with open source engines that are either the original code or a very good simulation thereof. These include Jagged Alliance 2 (ja2-stracciatella), Diablo+Hellfire (DevilutionX; the devs are even on the gog Diablo subforum), Freespace 2 (fs2_open), Morrowind (openmw; maybe not quite perfect), the original X-COM games (openxcom), and more. Games like Helium Rain and Xenonauts are the best of both worlds: comes with a Linux port and source code, as well. With source code, even if you can't (be bothered to) fix it, you might find someone else who can.

As to why not just play Windows versions on Linux:

1) Every time you buy a Windows game, you count as a (satisfied) Windows user. I believe even Steam's statistics on who does or does not use Linux is skewed. Some people also run "Wintendo" boxes or dual boot just for playing games, since Linux ports are (still) few and far between (even some Windows users do that, in order to isolate their game playing system from their important/serious work). This is a necessity, rather than a choice to use Windows. It's no different than buying and/or emulating a console to play a particular game.

2) Wine doesn't run everything. Even if it works, it may be missing things. Some are obvious, and some are not. Some things I didn't even realize were missing until I watched videos on youtube. Having a "Platinum" or "Gold" rating on wine's or proton's database is no guarantee, either: these are highly system and version specific, and some issues aren't considered important. To be fair, a "Bronze" or "Garbage" rating isn't necessarily valid either; the only useful thing on these databases is when someone reports a problem, as well as a fix for that problem.

3) Wine may use devices improperly, or only allow the game to work in some degraded mode. Of course LInux native ports may do that, as well. Having an extra layer to figure out problems with makes it much harder to fix/work around, though. On the other hand, I do have a few games that have issues in the Linux port that are fixed/not present in Windows, and therefore Wine.

4) Wine tries its best to be Just Like Windows. Maybe this doesn't bother you, but it bothers me. In particular, I don't want games placing files all over my home directory, which wine encourages by default. What little system integration exists is there only to make Wine more Windows-like, not to make the Windows apps more Linux-like.

But according to game devs, Proton is good enough (it isn't), so they don't even think about making Linux ports any more. It's basically winex all over again, except proton is more free.