It's not just older games. The example cited above (Skyrim) is about 6 months old. Linux is still catching up to years of optimizations in a very specific usage pattern. Look at it this way, hardware accelerated 3D gaming on Windows has been around since about the first voodoo chipset in 1997ish. That gives roughly 15 years head start in figuring out (and tailoring hardware) to Windows to more optimize code paths and drivers for the specific work loads on these systems. It's also possible that windows bugs are addressed directly in hardware making it even harder to optimize free drivers to this moving target.
You are also dealing with the situation that because of contractual relationships AMD and Intel have failed to divulge information about the hardware (the Digital rights management code paths, etc).
It going to take time for Linux drivers to catch up and optimize for code paths that have dominated on other platforms. I personally don't understand why everyone expects Linux to catch up to Windows 15 year head start in a year or two (I totally agree that blaming AMD is just wrong). Even if driver development is going twice as fast its going to take half a decade to catch up (and that's if Windows is standing still, which it's not).
Until there is a real drive by manufacturers and game developers to target Linux this is race that Linux will have a hard time winning. That's why what Valve is doing is so interesting. If they successfully bring a Steam console to market running Linux the community will have its first major commercial effort (where hardware and software companies are interested in full optimizations) to improve gaming on Linux. Not only that but such a console could drive Linux adoption.