I have been making it a habit of submitting feedback every chance I get. It's always better to be constructive to your ends is what I say.
Most of my games are Windows titles, and while I can make some of them to work in Wine, ever since I made the move to Linux I have made it a habit to just use Linux native games. Using the latest 7.11s I can play every single Linux game out there with my X1950XT, and even the likes of Doom 3.
I prefer to believe that the reason games remain mostly a Windows thing is because it is us, the consumers, that keep demanding them. If the demand were to shift to Linux games, maybe then developers would start re-thinking. It's all about money anyway, and the money is on Windows gaming.