What's your DE? You can select your prefered file picker with an env flag. I'm in kde and somehow it defaults to gnome picker by default. Maybe it's the same for you and you don't have the gnome packages and it hangs? You can also run heroic from the console and see if it outputs any useful info when hanging.

Does it freeze or does it do nothing at all when you click the file chooser?

Probably not a solution to your problem but I think Lutris can do everything Heroic can?

If it's the flatpak version, try the package manager one. The one on flathub didn't integrate very well and only really worked for steam games.