Do I understand correctly? If I run the Odyssey on Linux, I get twice the fps ?
This article compares and contrasts various performance metrics between Fedora Workstation 35 and Windows 10 Pro 21H2 while running the 2018 game Far Cry 5.
fedoramagazine.org
The main difference in that comparison is likely due to DXVK, rather than the OS itself. Windows, in general, has an inferior scheduler and will be more bloated than a clean Fedora install, but neither is an issue to the extent that it can explain the discrepancy. The difference in Windows and Linux driver quality for RDNA2 isn't that enormous either.
The most likely explanation for the radical performance differential, especially at lower resolutions is that DX11 games generally have poorly threaded renderers and AMD's DX11 drivers haven't used any fancy tricks to mitigate this. Simply using DXVK can often alleviate CPU bottlenecks because it allows command queues to be spread across more threads.
The lack of a DXVK Windows test in that article is a glaring omission and Far Cry 5 is not Odyssey.