Well, alot of games do run natively on linux, it just advertised as much. OK, not alot, but some. Check out
http://www.icculus.org/lgfaq/gamelist.phpIts a nice list of comercial games.
Many are not huge games, but there are some
Majesty and its Northern Expansion - a nice fantasy RTS.
Neverwinter Nights and its Expansions - Great 3d RPG
Unreal Tournament - Famouse 3d FPS
A tale in the desert - Different sort of MMORPG
Planeshift -
www.planeshift3d.com - great game - free MMORPG - I play this game alot. ALOT! You can find me ingame as Induane - I'm a member of a guild called The Sentinels of the Ragnarok. - you can tell - I like this game.
Tac Ops - good FPS
Soldier of Fortune - FPS
Railroad Tycoon
Americas Army - FPS
And many more
Also - apps like Transgamings Flavor of Wine and wine itself allow you to play many more games. Its not dismal, it it just not as big a market. As linux grows, game makers will take more into consideration the market and even if they dopn't release boxed sets, they will make more ports, as it helps their image.