What's more the Linux version is essentially future proofed as you're almost certainly going to be able to install it later on, or maintain a separate install with just important things updated.
The Linux is only somewhat future proof for open source programs but it's is not anymore future proof than Windows for closed source games. If anything I would say it's even less future proof.
Try to install an old program that is not in the repositories anymore on a recent Linux and you are in for a never ending eternity of pain and suffering.
Even for open source applications, if it's not actively maintained you can forget it unless you are a developer yourself and are ready to spend hours making it work with the updated libraries.
Sure it is, you have the option of obtaining a new copy of an old version of Linux indefinitely. With Windows, they'll eventually be shutting down the activation server and at this point you can't even buy new copies of Win XP, at some point that will be the case with 7, 8 and whatever comes next, as soon as those activation servers are shutdown you won't be able to.
Also, you always have the option of running a barebones distro and just manually installing the packages you need to make it work. It's not ideal, but it's an option you don't even have with Windows.
There's also the option of just installing it under the Linux ABI compatibility of FreeBSD and that will work for many years in the future, especially as they move to fat packages. Which is certainly the best solution as they care about backwards compatibility enough that you can still mostly install software that was used during the 1.x releases on modern versions of the OS.
All in all, you're future proofed with Linux in a way that you really aren't with Windows. Sure it's a bunch of work, but chances are good that if you need to do so you'll be able to do so and be doing so for more than just one game.