Previous version of the RPGMaker MZ would only running with specific older versions of proton and would have some type of resource leak as you opened and closed windows and drop down menus. From my testing which wasn't extensives, i am fairly confident this is a non-issue now with 9.0.4.

For those of you that want to run your games (not editor) localally, you can install nwjs and use the following command nw --args --nwapp=./ or download a copy of nwjs from the offical site, and copy paste it into the game library. That said, i've had few issues running RPGMaker MV or MZ games with WINE/Proton.