If you buy through Heroic, Heroic gets a cut. So it creates a data point that they can use to see how big that market is, so they know what they have to do to get 100% of my sale in their own pocket.

Lutris has GoG integration and it's exactly that same 2 step process if you use it (I believe it passes you through 3 screens of options were you invariably do nothing but click "Continue", so strictly it's 5 steps were 3 of the are just "Press Continue")

The difference is that when it does NOT just work, it's easier to figure out and there are more options to fix it with Lutris + Wine.

I even have some weird weird cases on Steam - like Borderlands 2 were Steam would often and randomly, before actually starting the game spend almost 1h doing shader conversions that if you stopped it the game would fail to start (the solution was to force an older Proton version and now you just get random downloads from the Internet that last a few minutes before the game starts).

IMHO, here too what one sees is the general design philosophy difference between open source software and corporate solutions - the former gives you tons of options and lots of ways to tune it so it looks more complicated to use and has a steeper learning curve but that also means when things go wrong you have a lot more ways to try to fix it, whilst the latter is click & play until things go wrong and then you have very little info and just a few things you can change to try and fix it.

Mind you, Lutris itself seems to be an attempt to also be click & play (hence why you generally get a steam-like experience if you use its GoG integration) but all the "buttons and knobs" are still there (those 3 screens of options that's usually fine to just press "Continue" on that I mentioned above) just in case you want to muck about with them, making it look daunting to use.

Heroic gets a lot closer in this regard.

Proton too just automates the work that somebody did in the form of install instructions, same as Lutris.

The difference is that those making the install scripts for Proton are paid for and you don't get the option to fix them or make your own, which means that there are in fact fewer games with Steam install instructions (i.e. Steam Support) than games with Lutris install scripts.

Further, there are fewer things you can tweak in Proton and they're all either changing the proton version or some badly documented text parameters that get fed to its command line, whilst Lutris actually has most such options in menus: the learning curve for just starting a game is lower in Steam that in Lutris when it works but the learning curve for fixing it when it does not work is lower in Lutris and sometimes you simply don't have access to change what's needed to fix it in Steam but you do in Lutris.

If you use Lutris with its GoG integration the experience is generally the same kind of Click & Play as Proton of Steam and whilst the rate of problems seems to still be a bit bigger in Lutris, surprisingly (at least for me) it's not by much.

For me in Lutris having to go and install Microsoft components using Winetricks is generally only needed for some standalone installer executables, not when using GoG integration.

Steam is great when it works and a massive headache and pretty limited on what you can do when it doesn't, whilst at least with GoG integration Lutris is great when it works and still a headache when it doesn't but not as much as Steam and it gives you a lot more options to try and get it to work, plus the coverage of pre-made installer scripts in Lutris (which is what makes games "just work" in it) seems to be broader than in Steam, including covering older and more obscure titles, plus that coverage is probably growing faster because the scripts are user contributed rather than the work that can be done adding support being limited by how many people Valve (who are notorious for having very few employees for a company that size) hired to work on it.