there are ways to play them. technically even as it is the steam (non-linux native) games are "hacked" to work so its kinda all with in perspective but you dont ever have to "hack" anything like you would have to hack/jail break a nintendo console to run emulators on it.

for example, there is a third party launcher for downloading/launching games from the epic store and gog in a similar way that steam launches its windows titles (think it even just uses a version of proton for it). it should be available in the desktop mode app store so you dont even need to go out on a web browser to set any of it up. in some ways getting a lot of the games going is more "built in" than even windows.

some things simply wont really work, game pass for example will probably never work outside of streaming.