It shims on WINE/Proton perfectly well but they’re asking for an .x86_64 type or .appimge type compile of the game.
.x86_64 files are very lightweight and efficient but don’t include dependencies unless you tell Godot to package them with.
.appimage (and flatpak) files include the full final game directory and core dependencies in a file that self-extracts at run and then cleans up after itself. This way you can run the program on any Linux distribution without worrying about the different dependencies.