I think it is to do with the files steam adds, not just proton.
To get a pirated copy of a game to work I created a compat folder for steam games, put the whole game in there, then ran it from lutris and it worked. (I can’t remember exactly how I created the compat folder but I can update this comment later when I’m at pc if you can’t figure it out)
When running from lutris without the folder structure of steam compat files it had many visual glitches.
When running from steam it tried to attach some steam processes which didn’t work for the pirated game.