Well, at this point it's hard to say really. Apple dropped the ball on the Bootcamp drivers big time, which affects the gaming experience. Here are the issues:
Sound driver:
Muffled/bad sound quality on the internal speakers.
Static noise develops over time (about and hour), so you need to switch over to the headphone output for a little while. However, the headphone output has a latency bug, making it useless for gaming and video.
Graphics driver:
Apple is using some kind of generic Bootcamp driver with terrible performance in games. Bootcampdrivers,com has released a couple of iMac Pro GPU drivers, but they use a Radeon RX 580 driver to work, and the performance isn't all there yet (hopefully) - although a big upgrade from Apple's crappy drivers. I notice certain games have disappointing performance (STALKER Lost Alpha for instance), while others are fairly good - but will hopefully get better with a proper driver. Unfortunately Apple took nearly two years releasing their last Bootcamp drivers, so when Apple fixes these issues - who knows?
There are some good news though. Matt (behind bootcampdrivers.com) is supposed to release a full driver this weekend (hopefully), and maybe this will perform better. Right now, afaik you can't undervolt or overclock, or use newer software feature like enhanced vsync..
Another issue is that there is no working fan control software available at the moment, although it's being worked on. Playing modern games put a lot of strain on the machine, and will run very hot. I don't feel comfortable gaming without the ability to make custom fan profiles, and overclocking is out of the question. The guy behind Macs Fan Control is trying to update his software for the iMac Pro. Here's the link, if you want to help out:
https://github.com/crystalidea/macs-fan-control/issues/11
I felt much the same way as you. I like to game a bit, but prefer the Mac experience. I also wanted something more minimalistic and tidy (limited space etc.), without the cables and big cabinet. Though, I do some work in audio and video that makes the purchase kinda valid. However, if Apple releases a 6-core iMac with Vega 56 using updated cooling system before the summer, I basically blew a lot of money away - as that config would be more than enough for my uses. Basically, I just got tired of waiting. Apple's update cycle is not too predictable either, so the new iMac could get released in June, or maybe later (the latest 6-core CPU 8700k would probably need a better cooling solution/design update). There's not a lot of news about a new iMac model atm, so impossible to say when really.
Bottom line, the iMac Pro is fairly rough around the edges at this point, but could get significantly better soon - if the graphics drivers and fan control software get improved - both crucial for gaming on the iMac Pro. Again, very disappointed by Apple who released buggy and unfinished Bootcamp drivers with the iMac Pro. Also remember the Vega Pro 64 is downclocked, and is closer to the Nvidia 1070 than 1080. Overclocking could fix that, but I don't know how this chip would respond in terms of thermals. My older Nvidia 680MX could be overclocked fairly aggressively, without any issues. The Vegas are known to run hot. Afaik from 1080 to 1080ti is about 25-30% improvement, and another 20-25% (?) from Vega Pro 64 to 1080. That makes the 1080ti a lot better, if gaming is your main interest. Also 2080 is around the corner...