You can get really good performance in a VM if you can pass-through a GPU, which is a lot of tom-foolery or a second dedicated GPU since you can't have it passed through and working for your host OS at the same time. BUT, most anti-cheat is going to either block the game from running in a VM or just ban you outright for trying to "bypass" the anti-cheat.

All of this is even dumber when you realize EAC (which Epic makes) has Linux compatibility that other games use, but Epic specifically chooses to not allow in their games. I really think it is because they know it would only help the Steam Deck and Tim Sweeney really hates Valve.