The problem is, emulators like Paralles and CrossOver use resources as do Steam and Epic players, then you have the game itself. It's never going to run as well as a native game. For a good example I'm currently playing Borderlands 2 from the Apple App Store it plays beautifully at maximum performance settings an utilises Apple's dedicated Game Mode in full screen which does not work with Steam games.
Borderlands 2 hardly raises the temp of my MBP whereas the same game on Steam was almost unplayable and required a third party app to increase the fan speed to prevent my MBP from overheating.
Bottom line here, buy a good second hand Windows laptop as a dedicated gaming machine. At least until a better way of porting Windows programs to Apple devices is found. Otherwise we're all stuck with Arcade.