Yes, it is so bad that I will no longer buy a game for its Linux release. Almost every single Linux game I have outside of actual Valve titles no longer works. I don't want to hear that they have a Linux release. I want to hear that they have a Windows release that works with Proton. Windows is the only ABI that I can expect to reliably run on Linux.
I've been gaming primarily on Linux for almost 15 years, and buying from GOG as my first choice, and have never encountered a single instance of what you're describing. I don't have a single Linux game on my GOG account that "no longer works", and I have dozens of Linux games there.
In fact the only time I recall a Linux-native game not working out of the box was when I got the game 'The Raven: Legacy of a Master Thief' on Steam, and that was due to some wonky configuration implemented by the game devs.
Do you have any specific examples of this problem?