I had to change the settings.ini file to force the screen in windowed mode. In fact, the contents are as follows:

[Game]
volume=1
sensitivity=2
mouse_invert=0
resolution_x=1440
resolution_y=900
fullscreen=0
vsync=0
cap = 144
fov=65

//volume 0.0-1.0
//sensitivity 0.0-??
//mouse_invert 0=no inversion, 1=inverted
//resolution_x,resolution_y -1=maximum allowed resolution
//fullscreen 0=windowed, 1=fullscreen, 2=borderless
//vsync 0=off, 1=on
//cap 0-?? framerate cap (only if vsync is off)
//fov 0-?? vertical fov

Reading the reports on ProtonDB, I expected the game to work immediately. This was not the case. I had to force the game in windowed mode (or else some weird rendering issues occur) by editing the settings.ini file.