It's software that tries to validate the environment the game is running in and is suddenly confronted with "wait, thats not a Windows system at all". And as you already argued, just ditching Anti-cheat is not an option.
So they either ignore Linux/Proton altogether or have to start actually implementing anti-cheat for a Linux/Proton environment. Even if they go with the second option (as e.g. EAC is, iirc), it simply takes time to implement.