I found it myself, Note that if you’re on a Steam Deck (like I am), you’ll need to go to desktop mode.
Go to Steam, then Settings
Scroll down to Compatiblity, then look for the two toggles: Enable Steam Play for supported titles, and Enable Steam Play for all other titles. Ensure both are checked.
I also noticed that my “Run other titles with:” was not set to the latest Proton, but the dialbo 4 proton. Not sure if this made a difference?