What you’re calling Proton is mostly Wine which was developed by countless people unaffiliated with Valve and funded primarily by Codeweavers over past couple of decades.
There’s no lesser evil here, Valve is out there to make money by any means necessary, including marketing online gambling to children. Which is also why feature like this will never be implemented in Steam - they have a monopoly so why would they make it easier for others.
It would be whataboutism if I changed subjects but I’m pointing out both companies are quite similar when it comes to distributing proprietary software, openwashing and relying vendor lock-in.