A Windows game needs Windows. You can run some Windows games in a virtual Windows environment or Windows emulator, but the performance is usually quite bad. That is pointless, yes.
Linux in general is not generally good for gaming. Lots of driver, feature, and developer support is missing in the Linux gaming space. Microsoft has spent billions of dollars in support, partnerships, and agreements to assure that DirectX is the most popular game rendering API. A free Linux industry run by volunteers is not going to compete.
What are the benefits of Linux over Windows? It is usually free. It is open source. It can be more secure. It can be faster and better optimized. It can be more flexible and customizeable. It can be an easier platform for developing and deploying specialized hardware and software solutions. That sort of thing. It's what boots up when you plug in your modem or router or turn on the screen for your in-flight entertainment system in the headrest in front of you. It is the original heart of the Apple and Android operating systems. It is the workhorse and often unspoken backbone of your integrated electronic life. If you own a "smart device", it's likely running on Linux. From your computer to an internet site, Linux is almost certainly somewhere in between.