Windows 11 is supported longer and will receive patches for longer than Windows 10. In fact, I believe Windows 10 is only supported for a few more years. To ensure that you do not have an unpatched (therefore insecure) operating system on the internet, you will either migrate to a newer version of Windows or to a different operating system eventually.

That all being said, Windows 11 was commonly referred to as being faster than Windows 10 on the same hardware. The largest gripes are that Windows 11 has very strict system requirements (therefore not officially working on most computers) and that Windows 11 has a different user interface (taking away some things people like). Windows 10 or 11 are operating systems which basically need to be installed on an SSD so be sure to consider upgrading to that if you have not done so already.

I'm pretty sure that an upgrade to Windows 11 can be reverted and you can go back to Windows 10 if necessary. Still, I would back up any valuable data before experimenting.

On the Linux side of the world, Steam can be installed on Linux and devices such as the Steam Deck exist. Depending on what games you play on your gaming PC, Linux could be an option.

The differences between Windows 10 and Linux are greater than the differences between Windows 10 and Windows 11. In other words, Windows 11 may be a bit better or worse (depending on your opinion) but it isn't majorly better or worse.