I find that native clients are almost always a worse experience than running through Proton. Cursors not hiding or not appearing, inability to adjust certain graphics/display settings, and, rarely, worse performance than through Proton (including not actually managing to init).

That said, Proton has its own irritating quirks. Try turning off mouse acceleration in Skyrim on Linux for instance. Have to use protontricks to find the appid, then you have to nav to it in any of the locations that it could be found (depending on flatpak, native, etc.), and then you have to sift through the prefix to find the bloody INI that has the setting to toggle.

But as an indie dev, you should do whatever makes less work for you so you can do more with your time. If supporting native Linux will increase your workload and detract from work on the game itself, then simply don't support it. Just make sure that your Windows builds work via Proton.

EDIT: Here's a specific example from today. For reference, I normally play everything through Proton so I haven't intentionally loaded a native game for like 6 months. But today I loaded up Yooka-Laylee not realizing it had a native version. Get in, alt tab to screencast on Discord aaand... the game nixed my cursor entirely. I mean, it likely just locked it to the game window, but that still means that I couldn't interact with my PC outside the game window. So quickly downloaded the Proton version and it worked just fine after that.