For several years, I too have used just Linux + Steam for gaming. But lately I have some misgivings. Recently I've noticed that some games running under Proton

For several years, I too have used just Linux + Steam for gaming. But lately I have some misgivings. Recently I've noticed that some games running under Proton don't reliably save: "X-Com 2" and "Strike Suit Zero". And I can't rule out that happening with other games running under Proton. The frustration of lost saves makes gaming less enjoyable for me. So now I'm considering running Windows 10 in a guest VM. (I'm not interested in Win10 + WSL, because I'm not open to Win10's unavoidable-updates and forced-telemetry.)