Evidenced by the benchmarks shared here, the difference in gaming performance is minimal and varies as to whether X11 or Wayland has the edge.
If everything is working fine under Wayland on your system, I suggest just using it. That’s where the development focus will be, moving forward. If things aren’t working right, continue with X11 and just check-in occasionally on Wayland.
As I am using a 2 monitor system I prefer Wayland because I can scale every monitor on its own. With X11 I can scale only both monitors to the same level so that the “smaller” (1920x1080) one does not look the way I want it. I am happy that I managed to play D IV at all. So I will stay with Wayland so far.