I do, but honestly most of the gaming I do is via Windows/Bootcamp. However now and then I play Mac games via Steam on the MacOS. They work adequately although there is a frame rate price to pay for using the MacOS. I've always preferred the MacOS over Windows, but not for gaming.
Right now I'm actively playing World of Tanks (PC), and I'm in the Landmark Alpha (PC). In Windows both of these games are playable (20-45 FPS range) on my MBP. If you look at the thread in this forum on the Elderscrolls Onine, you'll see that the MacOS performance is substantially inferior to the Windows version on the same hardware (as I recall).
This is not meant to deter you from playing games under MacOS. Give them a try ideally via demo, and when they are slugs under the MacOS, it's possible depending on the game, that it will become playable under Windows,