>Does anyone here game in Linux at all?

I do use my Linux machine from time to time to play games.

>If so, what games do you run, native or emulated (Wine/Crossover)

Mostly visual novels. Some of them I have bought from Steam and run them with Proton-GE, which is an improved version of Proton, that fixes a lot of stuff from upstream Proton. Planetarian, Rewrite, Clannad and Muv-Luv run perfectly fine with just that. Higuarashi and Narcissu 1&2 work also and do so natively. Other VNs such as Air, Tsukihime and Steins;Gate work with Wine. Renpy visual novels work flawlessly, but I haven't played them much. There is also on the Pirate Bay and Nyaa.si some guy, who created a series of torrents containing Flatpak installation files, which make installing those packaged VNs very easy. It's called "Flatpak-Novels".

>where do you foresee the future of gaming on Linux?

I think as time goes on, it will become more and more feasible and probably will be superior to Windows one day. I think in the foreseeable future Wine will be to Windows, what Dosbox is to MS-DOS - in the sense, that it will become a more practical and generally speaking better experience than on the original system, except for a few special use cases or nostalgia. Furthermore, I think Linux is already a very usable OS for gaming, but I think this will only improve over time.

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XFCE4 is also a good choice. It's lightweight and can be configured very much to one's liking. It seems to adapt much better with games, full screen mode and other typical problems, in particular with Wine, unlike Gnome and Gnome-based window managers, but also unlike most bare-bones window managers. Keybinds like Alt-Tab also work well. It's only too bad, there is no singular config file, but a whole folder of configs, that are supposed to be edited with the GUI settings manager, instead of just one normal config file, that can be edited with a text editor.