In a similar way to how you can right click a game > Manage > Browse local files from the library screen, it would be nice to add a right click > Manage > Browse user files/Browse config files to point to SteamLibrary/steamapps/compatdata/123456/pfx/ or similar.

I know this can't really be done on Windows, or for native Linux games, since Steam doesn't always know if or where a game created its user/config files, but for games running through Proton, the game's files are almost always in SteamLibrary/steamapps/compatdata/123456/pfx/drive_c/users/steamuser/AppData/ or SteamLibrary/steamapps/compatdata/123456/pfx/drive_c/users/steamuser/Saved Games/.

It should be easy to add a button to point to at least SteamLibrary/steamapps/compatdata/123456/pfx/.
In fact, since Steam basically knows all the default Windows files and folders in the Wine prefix, it should be able to ignore those and detect exactly where the game generated it's own folder, and point directly to it. e.g. ~/.steam/steam/steamapps/compatdata/123456/pfx/drive_c/users/steamuser/AppData/LocalLow/Game Studio Name.