What hardware have you had that experience on? Probably going to build a new Linux box this year, and I'd like to pick hardware that's as hassle free for wine/proton as possible.
Personally I've had no end of problems using an nvidia GPU on Linux.
For example, some driver packages support Steam but not CUDA, while others support CUDA but not Steam [1, 2].
And I found some instructions online that let me "fix" it to work with both - but thereafter, any time I used CUDA I would lose audio when I next resumed from suspend.