Earlier quoted context omitted.
Been a Linux gamer for years now and I think you are correct on your frame rate observations in general. If you use ZFS (single nvme) then you can beat windows load times by a fairly large margin. My husband and I have identical hardware for our gaming computers (he uses Windows and I run Linux), it's not uncommon for my computer to load games 10 seconds faster than his.
Why do you think ZFS helps? I’m guessing you have compression turned on? IME, ZFS is rarely better in terms of raw performance, compared to e.g. XFS.
I stay away from XFS, every time I have used it in the past my entire drive have ended up scrambled within a few months. It's by far the worst file system I have ever used, not even FAT32 was that unstable for me.