Some games, by design, open the file-explorer for you to select things.
Running under a natively supported OS it geneally opens with a path allready pointed at the directory containing the items relevant in the context given by the game. The file-explorer provided by proton seems to just ignore these calls. A button that would open C/documents/gamename on windows doesn't take you to the compdata-mockup equivalent on proton but instead to the very root of that game's compdata directory. This is especially nasty if the game means to send you to C/users/steamuser/AppData/LocalLow/StudioName/GameName/ThingYouActuallyWant and you need to trace these steps on foot every single time you need to do this interaction.
No favorites or recently used to shorten the process.
No thumbnails on image-files either.
Just painful to use.