No, it's obviously better to have the choice (run the game or not). And losing a game that previously worked on Linux is obviously a bad thing, hence the joke about it being good.
Of course you could argue that taking a stance against this kind of intrusive anticheat is good in the long run. If Microsoft had a backbone they'd do the same.
But yeah losing games because of anticheat is obviously a bad thing lol. No need to take it so seriously.