OpenGL (GL, not CL) is basically DirectX for non-windows, though it also works in windows. It's a multi-platform API and cross-language too. Renders 2D and 3D graphics. It's free. Pretty much every Nvidia GPU since the GT 420 supports OpenGL 4.3. Most before the GT 420 support 3.3. All AMD/ATI GPUs from the 5000 series on support OpenGL 4.1 to 4.3. 4000 series is 3.3. Intel HD 2000 and 3000 support OpenGL 3.1 while 2500 and 4000 support 4.0. We can assume HD 4600 and above support 4.3.
Anyway, what i'm saying is that DirectX is not needed and hasn't ever been needed really. It's an easy (lazy) way for coders to write programs faster, though they sacrifice some performance doing so. And F$ is right, there are hundreds of quality games for Linux - not just those on Steam.
Also worth mentioning, Android and Google's Chrome OS found on Chromebooks are all based on Linux. Playstations also use Linux. Just from those 3 examples, how many hundreds of millions (or maybe billions) of units did M$ miss out on?
As of March 13, 2013, there are 750 million Android activations.