What possible reason do I have to use Ubuntu over Windows? Running all my games under an emulation layer instead of natively? Oh man, sounds sweet, sign me up!
If it doesn't work right under Windows, you're SOL. If it doesn't work right under Linux, someone can find a way to fix it.
It's like trying to make OS X applications run on Windows. Getting it to work right without access to the source code would be really hard, don't you agree?