There’s really nothing preventing that now. Used to be you just forwarded X (mobaXterm is great); looks like there’s an MS offering now.
As for Linux-exclusive games, there are some (eg this publisher) but really only because no one has bothered to make a Windows port. tbh you could probably get them running on macOS without much trouble because the toolchain’s all the same.
I catch a lot of shit for my distaste of GPL. I don’t think I should be able to tell you what you can and can’t do with my source code. I’ve released it into the wild. If I put caveats on it it’s not really free.