Saying "many" games work better with GE is misleading I think, though perhaps technically true. The vast majority work out of the box with regular Proton. Reaching for GE is definitely the exception rather than the rule in my experience.
One of the biggest blockers I remember was that Valve refused to support some of the proprietary video codecs developed by Microsoft that only have a working legal decoder on Windows, but eventually they decided to just show a fallback image if a cutscene couldn't play.