Intel Xeon processors generally aren’t the best for gaming because they sacrifice speed for features that we don’t need for gaming, such as a high core count.
So I would say not to ever buy a Xeon new if your primary focus is gaming. It would be a catastrophic waste of money considering that a lot of cheaper processors would likely be much better.
I do however, highly recommend used Xeons. Often they are significantly cheaper than other processors with similar performance. The x3440 goes for about $14 and can game better than consoles.
There’s a bunch of E5 procs you can get for around $50 including some V2 models. They’ll be just fine too.
However, once you get up to the $80~$120 mark, there’s newer processors you can buy that will serve you much better for gaming.