I don't think it has to do with Distribution (Ubuntu) and GUI (mate). I can borrow here at home other computers that have Linux and test.
But I don't have Ubuntu, the closest is Debian.
Edit: I tested it on a pc with Debian and one with Arch, both had the same error. Maybe I'll create an Ubuntu mate live-cd to test.
But I don't think the problem is the distributions.
I already tested it running via Wine, the same problem occurred, but when I changed Wine to another version (if I'm not mistaken, 6.10) the keys worked but not the sound.
Sorry for the gif quality, I had to compress 17mb to 3mb. XD
This one is from Arch Linux.
As you can see, the other options work until I click "new game", after that, nothing happens.
I really have no idea if any Unity lib is missing for it to work...
I'll do a search, but I don't know if I'll find anything about it.
But I found it quite weird, because so far it has only worked on Ubuntu. And this is the first game that had a problem like this to me.