Try running the GOG games from Lutris instead of Steam (I also heard good things about Heroic Launcher, but haven't tried it).

Obviously for GOG games Steam isn't going to have the scripts that properly configure Proton and if you try and run the games directly with Wine yourself you get none of the modern conveniences in things like Steam, Lutris or the Heroic Launcher and have to actually learn the "old ways" of going through the log when game fails to launch, figure out the missing DLLs and which packages they're in and adding those yourself to the Wine instance you're using for that game with Winetricks.

GOG's support for Linux starts and ends at distributing the Linux installers for games which have Linux versions, exposing a REST API to their service that lets any app integrate with it - which is how Lutris and Heroic Launcher can download the game installers directly from GOG - and making sure the games are DRM free (which in my experience makes it more likely that GOG games work under Linux than Steam games: I've had to actually download and run pirated versions of Steam games for them to actually work in Linux but never had that problem with GOG games).

Steam on the other hand will do pretty much everything for you, directly from their all-in-one storefront+launcher app, exposing very little of the inner workings to you, but the tradeoff is that you're tied to their ecosystem and don't tend to learn how to do things yourself.