What doesn't work in AoE2:DE?
It's been a few months since I played but the only thing that doesn't work is Xbox login. I needed to download a DLL to get multiplayer working, which I agree isn't really userfriendly, but compared to the early Wine days Proton is a walk in the park.
What I do miss a bit is Capturage, apparently it's really hard to make it work in Proton.