I think you slightly misunderstood

Linux and UNIX are very very fast. at certain things.
True UNIXes such as AIX and HPUX are very very server-centric and do not perform well for desktop tasks. These operating systems are highly optimised for server preformance, as noone in their right mind would actually use these for anything other than server tasks.
Linux (and to a lesser extent some of the more desktopish BSDs) Is much more general purpose, and in theory is designed to be good for everyone.
But if you acutally look at how the CPU scheduler works, and how the memory management works, there is an obvious bias towards certain types of tasks. There has been work done to make it more desktop-friendly, some of which has had great results. But if you look where the *vast* majority of work is done in kernel optimisations, it is enterprise server apps not desktop apps that gets the love.
I'm not trying to say that its slow on the desktop, rather than partly due to where it came from (UNIX) and partly due to the emphasis of the kernel developers, it has a bit of a handicap for desktop environments compared to an operating system which has been designed almost soley for desktop applications, with server scheduling tacked on almost as an after-thought.
"The OS itself is *typically* more capable of high performance"
There really is no such thing as simple 'high performance' and 'low performance'. For many things Linux is and will always be, faster than Windows. But they are different operating systems with entirely different emphasies.
Windows is very good at 3D games - Microsoft have had years to work on this, and ATI and nVIDIA spend many, many more hours making Windows drivers than they do making Linux drivers.
End result: Linux ends up being noticeably slower as a gaming platform.
But then it was never originally designed with this in mind so can you blame it?
Even if you ran Linux with the bare minimum of running daemons, and recompiled everything specifically for your processor (d/l Gentoo if you want to do this), then ran ryzom in a lone X session with no window manager or desktop environment, even then when apart from ryzom there is almost nothing to take up system resourses, Ryzom will still be slower on Linux. really.
If you want to understand why, quite a lot of the blame lies at the feet of ATI and nVIDIA, but also check out the linux kernel mailing log and see where all the time gets spent. If you look back enough you might see some -ck patches, have a look at why they were not incorporated (despite the significant boost in performance they gave to desktop apps in general)