@Liljekonvalj @KokusnussRitter
I just finished installing Wine (which, as the name itself says, is not a Windows emulator). If you really need to run a Windows application, Wine will do the trick for many apps you may need. So, my suggestion is: switch to Linux, find any alternative for your needs, and, in case you don't find some alternative apps, install Wine and get rid of Microsoft once for all.
You don't really need Microsoft at all.

Proton kinda is that already. I mean it's not technically doing "emulation" (it's based on WINE, which literally stands for "Wine Is Not an Emulator"), but it is a reimplementation and translation layer of the Windows API, such that Windows games can run in Linux.

Anyway, it works fine (except for kernel-level anti-cheat) and has done for quite a while now.

Also, to answer your original question: absolutely you should use Linux. Everyone should, including US folks, because Windows is literally malware. Don't even run it in a VM, let alone on the bare metal machine.

I don't have a lot of experience with that. I had a Win10 Virtual Machine ages ago, so it is possible but I don't know if/to what extend it could collect your data and sell it.