I did try that years ago, ran into performance issues and other bugs, and it wasn't worth messing around with when dual booting is so simple. Might reconsider in the future if MS keeps messing up though.
I think somebody posted a guide about passing GPU function from the host to a guest VM (for example) with vfio, so it's certainly possible to get a more bare-metal experience!
For me I have to keep a Windows VM around to run payroll software once a month. There is a Linux version of the software but it depends on some ancient glibc, IIRC. It takes up around 50GB of my NVMe, which I'd move it off of if it didn't already take around 15 minutes for this app to finish loading. All around it is very annoying. The one upside is that while this app is loading it has this ugly always-on-top logo for HMRC but because it's in a VM now I don't have to see it.
It's been a mix throughout the years. The initial problem software years ago was Adobe Illustrator and InDesign, but since then it's been various engineering/programming related software that only supports Windows. I'm primarily on Linux at this point on my laptop.