The best thing about Windows is that if there is something you want to do, either there is a detailed guide online for the specific issue or someone went a step further and created a simple tool to accomplish that task. Windows is stable/reliable/accessible.
To run Linux it would need to be just as easy to install, be as compatible with games as Windows, and not have to involve deep dives into Linux user forums to accomplish basic stuff.
With the main intention of Linux, outside of just not supporting Apple or Microsoft, is to be able to customize your OS experience. I don’t have time/patience/desire to do that. I want my computer to be there ready to open a game launcher and launch that game without issue. That is true about Windows 99.8% of the time, I have not had that same experience with Linux.
You can try cleaning around the button. Make sure it isn’t being triggered by some crusty sweat/grime. You could also change the behavior of your laptop, in the windows power settings you can change what that button does or how the laptop reacts when being closed. If both are set to do nothing, you would have to specifically turn off/sleep your computer but wouldn’t get any false sleep.