Supergiant has previously released all their games (Bastion, Transistor, Pyre) with Linux support. With Hades they explicitly said would not come to Linux, and in fact cite the presence of Proton as a reason [1]
Nicalis games has released games like Cave Story, VVVVVV and Binding of Isaac with Linux support. But the latest DLC of BoI will not have Linux support.
1. https://steamcommunity.com/app/1145360/discussions/0/1639794...
I definitely do not believe that Supergiant's choice here was motivated in any way by Proton. I think the costs simply didn't justify a custom port for them this time if making it a better experience would be difficult.
P.S. Hades has an official Vulkan client, not just Direct3D, so the gap between native and emulated on Proton is much smaller than it would be for many games.