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I am using Ubuntu 17.10, Nvidia graphics if that helps.

Just ran it from shell to see what output it delivers, maybe that can help you:

XXX@YYY:~/.config/itch/apps/Neon Skylines $ ./Neon.x86 
Set current directory to /home/XXX/.config/itch/apps/Neon Skylines
Found path: /home/XXX/.config/itch/apps/Neon Skylines/Neon.x86
Mono path[0] = '/home/XXX/.config/itch/apps/Neon Skylines/Neon_Data/Managed'
Mono config path = '/home/XXX/.config/itch/apps/Neon Skylines/Neon_Data/Mono/etc'
Unable to preload the following plugins:
Logging to /home/XXX/.config/unity3d/Luaek/Neon Skylines/Player.log

I checked the log and the problem is: 

Error loading /home/XXX/.config/itch/apps/Neon Skylines/Neon_Data/Plugins/x86/ cannot open shared object file: No such file or directory

So I installed libgtk and it seems to work now.

Thanks for the libgtk tip. That fixed it for me.