You are correct, which goes into the cost category of doing a stream stitched integration. Also, when I left said ad server in 2016, I think I recall HLS streaming primarily supported by Apple devices. Devices like Roku’s (don’t quote me on that) didn’t support it at the time so a lot of companies looked at where the majority of their streaming was occurring and decided it wasn’t worth the hit.
So I’m still using Windows on my desktop, but from my experience with Proton on Steam Deck, Proton works pretty flawlessly essentially translating the windows exe. I’m assuming it’s the same for a Linux desktop setup but I’ll let others who actually have experience here comment further. The only thing that you may have issues with are competitive online games, but those aren’t really my jam but understandable if they are for you.