However you give them a tool to take the same Windows build they ship to the rest of their customers and they get to ship for Linux too? Why would they say no?
We're going to need a whole extra order of magnitude on the Linux desktop market share before we'll ever see serious investment from the games industry at large for native Linux builds.
And what does it matter if you're running a Windows PE calling Win32? The system is still Linux. How different is it to rely on Proton then it is to rely on flatpak or another containerization technology to ship your app. You still have to bolt on a giant pile of complexity just to ship a zip file of game.exe and its libraries.