That is definitely weird. Can you try Proton on Steam with the Windows version? That should work.
I know the native Linux version needs some tinkering around for some versions of Linux, but I'm really not well-versed with that.
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Yep that seems to work! Running it as a Non-Steam game (bought it here on Itch) with Proton 9.0.4 gets me past the initial loading screen. I was able to save and saw no problems with the game at that point. Not sure why Wine didn't like it or why the Linux build wasn't being granted permission, but at least it's playable this way for me.
Thanks for fast response!