If it's a steam pirated game and already extracted, you can just create a dummy steam account, add the executable as non-steam game and run proton from steam (I had good success with proton experimental).

Everything else should be run via Lutris + wine prefixes (or whatever windows subsystem emulator you chose).

It's fairly easy when you know what you're doing but still not as easy as you imagine on Windows itself. I would say, most game run all right? I recently played The last of us I via lutris+wine prefixes. Some fps drops and 1 crash on a 5 hour session, seems pretty reasonable.

However, lutris + wine prefixes are harder to get right depending the wine version installed and what graphic options you want, it can get frustrating specially if you don't know what game needs what windows trick (directx9, vscru2015...).

I had mostly good success rate with the staging version of wine (I think that's what proton experimental on steam is) and doing it wrong, you can go from a burning messsy non playable game to something as smooth as on Windows.

So yeah, it involves more personal implication to get it right and yes it's still harder to play pirated games on Linux than on Windows but easier than 5 years ago!