Hey, thanks for the great comment & video!
We have tested a native Linux build but it didn't perform to our expectations so that's not something we want to pursue for now.
We haven't seen that before. On Windows those folders get saved inside the AppData folder, which should always be on the C drive. So I'm guessing because the game can't find that folder on Linux it takes the root instead.
This is something we can fix but it does not explain why it happens in multiplayer only since it's the same data and method of loading as in singleplayer.