Yes. They chose not to support Linux. Would you get pissy because God of War doesn't run on your Xbox?
No one made a promise, implicit or otherwise, that these games would run on Linux. The game devs didn't make this promise by not listing Linux or Proton as supported, and Valve didn't add these games to their list of explicitly supported games for Proton.
Valve said that we're free to piss about and try Proton on other games, and that they'd try to improve compatibility, (and they have done) but that isn't the same as a promise that these games will run.