GoG, epic, any other store really. Proton is made by valve but it works in whatever, and there are tools now to use proton (not wine, proton) outside of steam to get all the goodies you got on top. Heroic launcher does that for the games you get from the Amazon store, gog, epic, and any other exe you got.

I even installed battle net, and once you open it everything you install from there works in that bubble and work, I played plenty HOTS games.

I play modded D2 without much issues.

You know why the steam market share in Linux is so high? Because they are the ones that put the work to make windows games work on Linux. Yes, wine existed before but they both adapted it for games and contributed to the overall wine project a ton. Also, iirc, steamdecks make up for 30% of the Linux machines from valve's yearly reports. The market is tremendously tiny yet.