They need something to become sustainable. They’ve been making losses for years. But thata definetly not the way. Other ways would be to lock some future features behind paywalls, and / or to increase their cut of the sales price per unit sold in the future.
You mean games that arent available in steam at all, vor those which you haven’t bought there? I found the easiest workaround for me was to simply add the games to my steam library and to launch it from there. Then I don’t have to worry about what proton version I should use or whatnot.