No you are a little wrong. Some game play better than on Win XP as example Gears of War, Microsoft and a lot of gamers will ask you that it play well on Vista and there is not only Gears of War but all the game who have the logo Games for Windows on the box is better to be played on Vista

Nah... At least from my experience, the games that have the "Games for Windows" logo on them do not play better on Vista than on XP. In fact, "Games for Windows" is part of Microsoft's marketing campaign which "aims to make video gaming on Windows operating systems as easy and accessible as on popular video game consoles." (Source : Wikipedia )

Dx 10 has some kinda thing that allows your gfx card to render more with less of a strain, it also makes it look slightly better. http://www.youtube.com/watch?v=x7aPvedU7cI

If you look up screenshots of Crysis on DX9 and DX10 you will see no difference.