You generally need to get software and hardware that is compatible with your operating system and processor architecture. It’s true that the most used platforms will have the best support, but you have that problem with any OS.
And it’s also not like games with anti cheat generally don’t work with Linux. Proton+Steam does support Valve Anti-Cheat, Easy Anti-Cheat and BattlEye. It’s just that developers have to explicitly enable Linux support for EAC and BattlEye.