Well that would depend on what you use to run that mod manager, as that's probably a Windows application using wine (or proton, which is still based on wine). If you always just launch it from bash, .bashrc is the easiest. Launchers like Bottles or Steam will let you configure launch options per program/game. e.g ENVVAR=value %command% (%command% is a standin for the actual launch command, you leave that as is - it's necessary because you can add things both before and after the command)

But yes, overall, running Windows software is still the most annoying part of using Linux. At least usually for games run from Steam there's not much tinkering needed assuming the game works (so no kernel level anticheat games)