For example, if I want to launch Titanfall 2+ Northstar, I need to launch a Northstar launcher in the same prefix as the EA launcher (nowadays these Northstar launchers have a button to launch the EA launcher so it's no longer an issue but still). Each bottle feels like a separate windows install, so if you need a dependency that's not bundled you can just press the big "launch program from file" button and go on with your day.
Games that are DRM free and programs that you download on windows in general can be installed in proton or lutris but doing it always feels like a hack. On the flip side, using bottles is just "launch installer, an entry for the installed program is added". It really is a fantastic piece of software.