In my understanding you can run .exe with double click if you install wine and choose it to open any .exe as default, if you have DXVK with wine like fedora do and if the program have all the dependencies in the .wine folder things probably will work.
I think that the magic that happens with Proton is just a hell lot of people debugging and pushing fixes to Proton/Proton-GE and so on for multiples games.
Hijaking the post to ask another thing related to Proton, do Proton uses the binaries of the bin folder most games have? Like the multiples .NET runtimes? Or the windows still need to have it so the game can detect it as installed?