Yes Linux does support games,but when a game is released its first released for windows users then Linux,as for Linux users the period may differ from 1 - 2 month to maybe 1 day of the release date,though there are games that are not compatible at all with Linux,plus the game bugs in windows are quickly dealt with then the bugs in Linux.
To be with latest on gaming you need windows,its sad but its a fact for many online gamers.