Beside we-know-which games that use a root-kit anti-cheat, which games you think doesn’t work on Linux or work terribly or straight out not work on Linux on first-day?
I don’t play those and I don’t own them on Steam. Out of 600+ games I own on Steam, everything literally run without me touch my terminal once.
Unless you don’t think proton is good, then you might be mistaken somewhere. It’s straight magic
Maybe not the right answer for you since I am not VPS-based but basement-rack-based.
I would choose Debian + docker for whatever available. Just make sure you have enough space for those. And probably even enough CPU.
To me it makes sense to separate them but some would argue otherwise with Docker/podman/container. Remember, Docker however by default is root.
The one I would actually do at home is Docker on a unpriviledged LXC (Proxmox) to make sure that there is no real root processes running
Cheers