I have no clue why the saves didn't work for me (why doesn't it try to load the savegames in the protonprefix?), all the rest of the game worked perfectly fine and it seems like the old reports didn't have issues with their savegames. So I would say it works fine out of the box, but if you do notice issues with saving (it will spit an error in game), try to fix it by creating the symlink. It worked just like on Windows after doing that.