Well, for a gamer Windows is the best option. Security is relative in Linux. It is not that Linux cannot be seriously affected by malware, if it can, there is malware that can turn any PC into a paperweight, directly affecting the bootsector. There have been some of these since the 90's.
Currently, although it may not seem like it, Windows is the most resistant OS against Viruses and Malware, for the simple reason that it is the majority OS and therefore the most attacked, while Linux is still a minority OS with more than fifty different distros and never for this reason, it has been the main target of attacks, the same goes for Macs. With a difference that for Macs there are AVs available apart from the default one, which does not exist for Linux, there is no AV that deserves this name for Linux.
A dedicated RootKit or similar can give a Linux PC the good night, while even the current Windows Defender itself can kill it, apart from an efficient Sandbox system that has W10 and 11 as well, plus dozens of excellent AVs that are available for this OS.
Another difference is that the saved passwords, in Linux, once logged in, are accessible in plain text, in Window there is a second Keyring that keeps them encrypted and only visible with the system password. Security is not the problem with Windows today, but privacy which it has by default with all the telemetries, if the user don't change it.