I have some games I play that do not play nice with Proton. In particular, my wife and I are pretty obsessed with Solasta: Crown of the Magister (over 500 hours and counting), which has poor compatibility in wine and proton to my understanding.
Besides, for now I don’t need the hassle. I boot up gaming PC, Steam launches, I play, then I shut down. I don’t need an excuse to leave the gaming rig powered on when I’m not using it. Maybe if and when I end up rebuilding it.