Naah, Rust from Steam just doesn't even launch on Linux for me (Mint aka Ubuntu aka Debian). Regardless of "Compatibility" choice of Proton. So there's no opportunity to even choose the server.
You need to run RustClient.exe instead of Rust.exe (default) to skip EAC setup. The only way to do this in the Steam UI is to add it as a non-Steam game.
Actually it kind of works out because cheaters want to play with people who aren't cheating. The few servers that run with anti-cheat disabled would have small communities that aren't attractive to cheaters.