It may at first seem as if the sound isn't working, but the game simply has no music and has very few sound effects, as mentioned on the game's Steam forum. The occasional sound effects do work with Proton. An earlier report also mentions that right-clicking brings up a context menu with no visible text, but it's safe to assume that this is also not a Proton issue, because the very same bug appearing in the first Déjà Vu game was documented before anyone was using Proton.