This is true, there are a select few that use a particular anti-cheat that doesn't work on Linux and that's unfortunately unavoidable. That said, as others have stated, several of them do work like Easy Anti-Cheat, which means I can happily play those online without getting kicked.
I play Battlefield 2042, Call of Duty Warzone, Apex Legends, PUBG, Rainbow 6 Siege, and Fortnite all somewhat regularly and none of these as far as I know work.
The only games that I do play regularly that work are Counter Strike 2 and DotA. Though I can't use Faceit for CS2 which would be ideal.