Game shows loading and does nothing else. If I start it from terminal this is what I get:

displaymanager : xrandr version warning. 1.5
client has 3 screens
displaymanager screen (0)(eDP-1): 1920 x 1080
Using libudev for joystick management

Importing game controller configs

I think we tested on Ubuntu 14 back when this was released, it was built using a pretty old version of Unity as well so will take a bit of work to find out what's going on but will see if I got some free time in the next few weeks. If anyone else can try on another distro or version that would be helpful.

You are very kind.

What I'm thinking is: is it downloading additional stuff? It might be my internet connection

I'm seeing the same issue on Ubuntu 18.04. I have an Nvidia card (GTX 1050 Ti), Intel i7-4770 (4 cores), 12GB RAM:

displaymanager : xrandr version warning. 1.5
client has 4 screens
displaymanager screen (0)(HDMI-0): 3840 x 2160
Using libudev for joystick management
Importing game controller configs

Same problem on Manjaro 20.03, loading screen shows but it stays there forever, need to Alt+F4 to close it.

displaymanager : xrandr version warning. 1.6
client has 4 screens
displaymanager screen (0)(HDMI-0): 1920 x 1080
Using libudev for joystick management

Importing game controller configs

I have the same problem with the native Linux version.  Wine 4.0.2 and the Windows version works on Ubuntu 19.10 for me.

New Linux build has been uploaded to the store. Thanks everyone for testing!