Well then look at the logs? Sure it's not as in-your-face, but steam/proton does log and I'm fairly sure that a combination of at most setting a command invocation parameter, looking at the game logs and system logs will show you the exact problem and given that these games run just fine for a lot of people, the fix is probably trivial.
Counter point: I don’t have to look at the logs to discover obscure error reports to spend my weekend debugging something which works flawlessly on Windows. We shouldn’t have to do that.
You don't have to look at logs either in case of games and hardware combos that do run flawlessly on Linux, which is a huge chunk of all games.
But feel free to try to run a game with a missing video card driver (as you likely miss something like that) and the like on windows. I would say it's an even worse experience.
Possibly because you won’t have as many logs to look at on Windows, merely given the option of sending a proprietary dump blob to the developer’s bug tracker, and then hoping they eventually fix whatever mystery issue is affecting you. God help you if it’s the overzealous DRM or anticheat from some other game that likely isn’t present in their QA machines.
