Wine and linux drivers will never be good enough to play games. You might as well install windows 7 in a vritual machine. And this whole thing about spying... you can install O&O ShutUp10 which helps a lot but on the other hand, if you're on the internet, chances are everything is spying on everything. Google is spying on you, facebook is spying on you. Unless you're only using TOR and chat clients with end to end encryption, if someone wants to spy on you, they will. Don't get me wrong, I don't condone Microsoft for this (hence the o&o comment) just that there are other players here as well.
On the other hand, being a user of all three OSes I could complain about all three of them.
I minimize the usage of my windows machine usage to steam and gmail and a handful of gaming websites. Nothing out of the ordinary is spying on me. But I'm far more concerned by my OS spying on me than whatever details some JS can pick up. Hell, I have my ext4 fs mounted on windows. In Windows 10, that means it can index and beam that info back to the mothership.
Coming from a semi-security IT background I always assume there are forces out there who see everything (in the great scheme of internet things). It doesn't make it better any way. Just helps me cope with how everything is screwed up these days.
On the other hand, being a user of all three OSes I could complain about all three of them.