This is more asking for an explanation than it is a support request.
One of the games in my GOG library (Shovel Knight: Treasure Trove) wasn't launching out of the box using Wine-GE. After fiddling with Winetricks for a bit, I managed to get the game to launch. I narrowed it down to d3dcompiler_43 as the component that got the game working.
Our of all the apps I've used on Steam Deck to install this game, Heroic is the only one that's had this speedbump. Which leads me to ask why is d3dcompiler (at least 43/47) not installed in Heroic prefixes by default? Is there a good reason not to do it when other apps seem to have this covered?
The .dll files for them do exist in System32 by default. But they're only about ~300KB each compared to the up to 4.2MB after they're installed through Winetricks.