Window managers in Linux take direct command from the display server (Xorg, Wayland, etc.) to decide where to position windows and what they should look like. Whereas "window managers" on MacOS/Windows are tricking the original window manager provided by the OS into positioning windows a certain way. I'm simplifying here, but hope that clears things up.
Not always, here are some paid open source games on itch.io
Although not all of them are free as in libre, developers are encouraged to charge for free software.