I want to switch to Linux permanently, but Arma 3 won't run on it and neither will Blizzard games

Voted yes, cause Windows has gone....suckey.

not really a question imo
everyone will probably say yes

Run a VM then.

This.

PCI passthrough has 99% of the performance of bare metal usage when emulating. This is because the VM gets total control over the device and doesn't have to pass through the host.

Lots of guides for GPU passthrough on linux to play all games.

I've done a lot of work on Linux, and have 5 years of experience professionally with it. You can make Linux do anything a windows computer can. I do it.