Some do, some don't.
It'd be certainly weird to switch just because of L4D2 (unless that's all you played), but if you found that the games you play worked on Linux with about the same performance and you didn't need anything that you couldn't do with Linux already, why shouldn't you at the very least consider switching? Not that you have to, but it's a perfectly reasonable option.
YMMV, but some of the reasons why I use Linux are:
- It makes my work a whole lot easier.
-The extra options in window management (even simple stuff like alt+drag) that make the environment more comfortable.
- It looks better (not really an important feature, I know, but it's a nice plus).
So no 10x complexity over here (quite the opposite actually).