Even games that work natively on Linux just don't look as good because of the difference between OpenGL and DirectX.
I'm replaying Metro Last Light (not Redux) on a new PC with dual boot and I'm just playing it from Windows, even when the game (has) native Linux support.
To get the best grahpics I probably could run the Windows version from WINE as I already got Steam to work with it, but AMD's GPU drivers are unstable on Linux and I couldn't get the Mesa video drivers to support my MOBO's integrated video output that I'm currently using for one of my displays.
I usually complicate things while tinkering to get something working in a specific way, but other times I just don't feel like it.
I have an RT7900 XTX and I just want to get the best possible graphics with it.