The only pain point I've found is VR. I've bounced off trying to get it working multiple times with the best results getting about 10% functional (video working on one or two games, input broken on all).
That said, I haven't tried getting the same kit working on windows so I can't say if it's any better.
I ran into the issue where I didn't know that you can tell Steam to always prefer NATIVE LINUX programs over everything over Proton. This was causing a ton of issues with VR, I havent gone back to try it yet though, havent found the time.
I have owned the index for a few years, running it on ubuntu/mint. It is a pain. But VR is a pain generally. I go months without using the thing. Then when i do use it some bit of software has been updated and i inevitably have to spend an hour getting it to work correctly again. Honestly, VR on linux feels like using windows again.
VR is bad because nobody cares much about it. The hardware is clunky, the market tiny, and costs great. As the hardware improves it will get more attention from the FOSS community and so too will the overall experiance.
VR is rough at the moment, but one would hope that Valve is prepping an overhaul for SteamVR on Linux since they're launching a standalone VR headset which runs Linux soon.