No, not a general improvement. It will be a mixed bag depending on whether you need to use Wine or the application is native, and in either case it will depend on how well the application is optimized.
Paging @Aginor
Bazzite, being a flavour of Fedora (i guess Silverblue, the immutable spin of Fedora) does get updates almost on a daily basis. Linux distros tend to not force you to update, you can always just defer updates (unless you’re on a rolling distro, then you want to not defer for too long or the update process might get buggy). Even so, Fedora has become really stable, so the probability of something breaking (compared to your run off the mill Windows update) is rather slim and with Bazzite, it is supposedly very easy to roll back bad updates so you get an extra layer of safety on top of that.