You can have it work too, you just run the installer through Proton, either through Steam or Heroic Games Launcher, Faugus, Vermouth, Bottles or Lutris (I find Heroic the easiest).
I prefer to use Hydra Launcher to download the games then install it through Heroic, but you can download directly from fitgirl or dodi or whatever. Hydra recently got Proton support but I haven't tested it yet to see if it's any good.
Also, if you're planning to use Bazzite, in their Bazzite Portal app you can find a setting to enable deduplication, if you enable that on your OS drive it should help with saving a bit of space, it's very useful with gaming since proton prefixes might have a lot of duplicated data.
