As far as I understand it the option remain on the menu, they just changed the default.

I would have been less annoyed at the default being off if the client asked you if you want to switch it on when you click on a non-native game. They instead have the toggle hidden away in their already cluttered and annoying Settings menu, at least on the desktop version.

Likewise, I think the answer to your issue would be to just give you a warning splash screen when booting under Proton the first time. That's fairly established UX language on Steam, they do the same when you hit the controller compatibility layer for the first time and when you try to play games with small UI elements on handheld.