At least for the demo, this game has a native Linux build. While the native Linux build stars and seems to work, it does not support loading levels, which is the entire point of the game, as loading has an infinite progress spinner. Switching to Proton (likely any version) is basically identical and it loads levels, so you can actually play the game.

Hopefully they'll fix the bug for the released version of the game. Otherwise, it works fully and perfectly in Proton.