requires going through the desktop interface to install them, if they use another launcher you have to set up that, frequently some trial and error
Valve does pre-compilation of shaders. That only works for native Steam titles, and it can be the difference between a game being playable and a stuttery mess, especially for more graphically intense titles
there are also hardcoded patches in Proton that look for the SteamID of the game to apply them. Those also won’t have those fixes applied when adding them as non-Steam games.
How is any of this the fault of the World of Goo devs? How come Valve shouldn’t be expected to implement features to make these things simpler/work?