There are a few games I've found that don't work under Proton. Rome 2 Total War crashes frequently, Battletech ( the tactics game from a decade or so ago) doesn't always launch and has sound issues, and MechWarrior 5 joystick support doesn't work (the game is fine if you do another input method, but I'm not gonna play a sim game and not use my nice joystick). The instances of games which don't work in Proton are thankfully few and far between, but unfortunately it isn't just games with anticheat rootkits.