Even with Steam there can still be some strange issues. For example, Far Cry 4 will crash with no error messages if it can see more than 31 logical CPU cores. You have to use the WINE_CPU_TOPOLOGY environmental variable to limit it to less cores. Apparently, windows has been programmed to limit the number of CPU cores in certain games to work around bugs that the game developers should have fixed instead. I guess Proton should start doing that too since high core count CPUs are becoming more common.