Most of the Paradox games support Linux natively. I play Europa Universalis 4, Stellaris, Crusader Kings 2 (haven’t bought 3 yet but it has native support), Hearts of Iron 4. Victoria 2 doesn’t have native support and I didn’t get Vic 3 but it is supported. Rimworld is native, so is Factorio.
Have a look at what you want to play on protondb.com and figure out if gaming on Linux works for you. Baldur’s Gate 3 has a gold rating (gold being one level lower than platinum - the best rating for non-native games) which for all practical purposes should work.
EDIT: I recommend installing Proton Glorious Eggroll in addition to the native Proton on Steam if you can’t get a game running with the native Proton despite protondb reports saying the game works. The installation is fairly straightforward, just read and follow the installation instructions on the page.
The reason they are blackboxes is because they are function approximators with billions of parameters. Theory has not caught up with practical results. This is why you tune hyperparameters (learning rate, number of layers, number of neurons ina layer, etc.) and have multiple iterations of training to get an approximation of the distribution of the inputs. Training is also sensitive to the order of inputs to the network. A network trained on the same training set but in a different order might converge to an entirely different function. This is why you train on the same inputs in random order over multiple episodes to hopefully average out such variations. They are blackboxes simply because you can’t yet prove theoretically the function it has approximated or converged to given the input.