Paradox doesn’t really bother.
Even the games that have native Linux ports regularly have massive issues. Currently you can’t play CK3 multiplayer since it immediately goes out of sync, works fine with proton though. The Linux version also crashes much more.
Similar story with Stellaris, where every other update the clients become completely incompatible.
Ones I’ve played (mostly when I was younger) and enjoyed a lot:
Teeworlds
Warmux
SuperTux
Cube 2: Sauerbraten