Same issue here. Trying to run it with Steam didn't work either.
As an alternative one can Download the Windows client (64 bit, in my case) and run the exe via Steam:
Open the Steam client > Games > "Add a Non-Steam Game to My Library" > Browse and select PROClient.exe
In your Steam Game Library > right click PROClient.exe > Properties > Compatibility > enable "Force the use of a specific Steam Play compatibility tool" > select "Proton Experimental" [other Proton version will likely work too"
Click "PLAY", and catch them all.