In your situation I think I would run whatever programs can be run on the GNU/Linux system on that system. So maybe that would mean one gaming machine and one for all else. You pay a price in inconvenience, having two systems, but the compelling moral reason would be that you would support and promote free software and all the goodness* that derives from that; and you are also doing your bit to neuter the corporate surveillance state.
*Goodness summarized here: http://www.fsf.org/about/what-is-free-software
