The problem with Proton is it is leading many game developers to actually drop Linux support. They basically say players seem to be able to get the game to work on Proton and that's that.
But with no official support there is no guarantee it will continue to work with updates. There is no promise to even try to make it work if it breaks. And that's the major stuff. Imagine spending 20, 30, or 60 dollars on a game that can break at any moment and know there will be zero support waiting for you. And that's hard breaks. Performance hiccups will be given zero attention by the developers.
There is all this talk that Proton will make people want to develop native Linux ports but I don't see any data or logic to back that up.