I'm with you, but the environment they cheat in matters. Learning to hack with CTFs is great, but against real targets? Of course, I'm overplaying the severity of cheating a bit, but the point still stands.
Unfortunately it's not possible on Linux, at least not natively. I've been there before and dual-boot windows out of exactly that reason.
You can, however, use GPU passthrough and a Windows virtual machine. Another method is by using an Android emulator, though that has significant performance and QOL sacrifices attached to it.