Why install drivers if they came with the linux kernel

Solution 1:

The drivers that come 'baked into the linux kernel' are generally opensource drivers. These usually do not provide the best performance as they are not directly from the manufacturer. Thus for any graphics intensive activities, such as playing video games in your case, it is best to install proprietary drivers which do not come preinstalled. This is probably why Lutris prompts you to install these.

For your second question, you are partly right in saying the drivers are loaded on startup. They are essentially kernel modules, which are dynamically loaded into the kernel on startup. Thus, while it is simple to download and install them from the official repositories, you will need to restart your computer to be able to use them, as the opensource driver is the one loaded in your current instance