I believe that's less of an issue in Proton now, although for a lot of those cases, the develop has to recompile some stuff. Seems more or less painless, but they do need to make the effort to go and do it.
I've never encountered that (though something similar happened with a ubisoft game on my unmodified Nintendo Switch...), but can't you just grab a pirate copy if this happens?
I gave Linux a try again on my laptop and the first game I tried (EVE Online) just said "not supported" when I tried to run it via Steam. So not a good start so far.