DRM in many games doesn't work on Linux. In some cases, like games that use EAC, this is technically just a checkbox at build time where they decide not to support Linux.

There are also some weird libraries and low-level interfaces that refuse to even work through wine/proton, but that's pretty rare nowadays. You have to be actively trying to find something that won't work at all on Linux.

I assume using anti cheat and not including the files so it works on Linux. I'm of the opinion people shouldn't buy games with anti cheat, but that's just my opinion.