Do your research prior to purchasing any games from outside the App Store. Make sure to check the product page and the game's forum to see if & how the game works on an M-series Mac as well as the version of macOS you are using.
You cannot always go by the game's system requirements since they may have been written before M-series Macs appeared and even later versions of macOS.
Issues you may see:
Most games from Steam, Epic Games Store, or other locations are usually Windows games. This is a very important point to remember.......99% of games are made for Windows. Very few game developers also provide a native macOS version.
A few developers/publishers may outsource the porting of their game to a third party....Feral Interactive is the main game porter, but once the game has been ported it may not receive many updates because the publisher who had them do the port is no longer paying them. Plus, if these ported games have an online component, then you may only be able to play with other macOS users (it is an issue with how the networking framework of these games work....it is different between Windows & macOS....even if they can connect, a game update may break it....temporarily or permanently.
Plus any games which use anti-cheat for online games is probably not going work well on a Mac, especially if you are using the Windows version of the game and using Proton/WINE/Whiskey to run it.
With those system requirements....just because it says macOS xx or later, or MBPro 2017+ does not always mean an M-series Mac will be Ok. Some games may only be 32bit apps which are not compatible with macOS 10.15+, or some other low level macOS framework changed making the game unplayable.
Just make sure you know whether the macOS version of a game was created by the original developer alongside their Windows version....this is your best case for having the best experience. Next best is if it was ported by a third party such as Feral Interactive, but as the game ages it may not receive any updates so the experience may degrade over time. If it is actually the Windows version of the game code running with some compatibility layer such as Proton, WINE, Whiskey, etc., then keep in mind whenever the game receives an update, or the OS receives an update, or whenever the compatibility layer receives an update......it could change the gaming experience for the game (could be better, but many times it will be worse depending on the popularity of the game & how much the developer cares about helping it work on unsupported platforms).
Gaming is tough enough on a proper Windows gaming PC, but Apple & macOS really complicates matters.
This is just a rough overview of what to expect & what to look out for when purchasing games from outside the Apple App Store. Do your research for each game you wish to purchase.