I dual boot Linux on my gaming PC and remember having issues with games installed onto an NTFS partition. I don’t remember if it was an issue with some specific software, such as Wine/Proton or Steam, just a general Linux issue (maybe symlinks?), or if I was trying to do something weird… Either way, I ended up needing to create a separate partition with a Linux filesystem for the games.

Last I checked, there isn’t any easy way to get Linux filesystem drivers on Windows, and even then, I don’t know if it would run games from there. So, if nothing else, you might end up needing storage space dedicated to installing games only for Linux.