Maybe it's your hardware? I recently got a Framework laptop, and Bazzite has a distro image tailored specifically for the hardware, and I think that makes a big difference.

But even still, I ran Arch (well EndeavourOS) on my old Laptop, and it ran the games that the specs could run...

When you launch a game for the first time are you letting it go for a bit (sometimes a minute or two even) while it seems like nothing is happening? This is just for the initial launch, but in my experience, it can seem like it's not working but if you just let it go it will load. Then every time after that it's right away.

Also, check your Steam settings re: compiling shaders and uncheck the setting to have them compile while playing. This will compile the shaders before the game launches (a pop-up will show you the % complete), and it prevents stuttering.

Other than that, all I can think is hardware... Or maybe you're just super unlucky at picking games. I do always check ProtonDB first, so that could be why I've had nothing but good experiences.

I have beamng, but the one that plays like Wipeout, and I believe that one works. Though I think I've only tried it on my Steam Deck and not on Bazzite. Also, I understand it's a different game.

Edit: Yeah, looking at protondb it looks like Space Engineers is one people have some issue with. Sometimes you can get it to work using solutions on there, but I guess every now and then you don't. Hasn't happened to me yet.