But the anti cheat they picked can work on Linux ... they chose not to do that. There was an outcry from the gaming community and Rockstar chose not to respond.
It is partially down to Valve, but it's also down to customers to not support companies who don't cater to you.
I'm a gamer who plays almost exclusively on Linux (the rest is macOS, don't judge)... and whilst I'm not expecting firms to do full on Linux ports (though games that do earn a lot of love from me), I at least expect you not to deliberately or through negligence interfere with proton.