I did a bachelor of videogame programming in Belgium 99% on Linux (minus exams), but it was definitely a huge struggle. All the courses and assignments were Windows-only, and 90%-ish required Visual Studio (non-Code) and Windows-only libraries like DirectX or Win32. I got by writing my own tooling to auto-convert these to CMake projects and convincing each teacher to allow me to hand in CMake projects. I wrote SDL backends for most of the win32 assignments, falling back on clang's excellent cross-compiling for stuff that requires e.g Windows.h. I wrote a blog post about this: https://blog.allpurposem.at/adventures-cross-compiling-a-windows-game-engine And using e.g DirectX natively on Linux, easier than expected: https://blog.allpurposem.at/directx
I also wrote a small wiki on my general experience + a summary of courses and main problems encountered... Windows was non-negotiable during exams: https://dae-linux.allpurposem.at/ I maintain tools, converted assignments, and information on this for future students who want to attempt something like me, but it's hard to recommend the Linux challenge if you are totally new to programming!
Hope some of this is helpful!
At my studio we maintain a native Linux version with a custom game engine, and it indeed takes a lot of time. I don't consider Proton a viable option as we lost the ability to integrate with Linux-specific stuff such as Wayland APIs or better input, but I can definitely see the appeal of switching to Proton... if your team uses Windows. If you have some developers on Linux, you naturally get a Linux build (if using cross platform APIs ofc) and it's actually faster to cross-compile a Windows build every once in a while (skip the slow ntfs I/O) and ship that. But it requires getting more of the team on Linux :)