I had some bad experiences with wine/proton, especially on older hardware. There are sometimes weird bugs that are very hard to reproduce. For example: I couldnt play starfield for about a year because most textures were missing. No idea what was causing it. After a year it suddenly worked. Generally if you check Protondb for any game you will find that a few people have crazy bugs, even if everyone else says that it runs perfectly. I think I dont have a single game in my library that has a "Platinum" compatibility rating.

I think it boils down to how would you prefer to support linux players: By fixing bugs in your port, or chasing after bugs in wine/proton. The negatives of native ports that other people have raised are because many (larger) developers make the initial linux port, and then forget about it. Civilisation 6 for example has a good linux port. Yay! But they stopped updating it years ago. Many bugs were never fixed, and linux players dont even have access to the newest dlc! Compare it to running Civ 5 in wine. Things mostly work, exept mod support. Most mods just dont work. Who knows why.

I think native ports may have become easier nowadays too, because of the steam runtime. Steam can run linux games in their flatpak-like runtime, so ideally you only have to support that.

If you are planning on open sourcing your game (maybe some time after the commercial release) then a linux port would be very appeciated for packaging reasons. Other than that, your preference.