Windows 11 in general is plagued by rotten code that everything, at this point, can run a window program better than windows itself.
On BSD you have some worse performance because if you use the open source AMD / Intel drivers, you have in truth more layers in middle, but if is meaningful, depends what you run.
I don't see a meaningful difference with FNV, but I'm sure it does with an heavy game like Cyberpunk 2077 that still struggle on modern machines.