One thing to try is to change the Proton compatibility layer.

When you have the game page open, click the gear icon, then properties, then compatibility, then ‘force the use of a specific Steam Play compatibility tool’, then try one of the other ones. Usually Proton Experimental works.

Sucks that it doesn’t work out of the box for you like it has for others.

Retrodeck is another option but Emudeck has the most widespread adoption and therefore easier to find help with issues.

Emudeck installation video by Retro Game Corps is pretty all encompassing as far as guides go.