Did you use the Wine prefix for the game when making the registry edit?
Something like WINEPREFIX="/home/deck/Games/Heroic/Prefixes/Fallout New Vegas" wine regedit ...WINEPREFIX="/home/deck/Games/Heroic/Prefixes/Fallout New Vegas" wine regedit ...
the problem you are describing (click play and it closes) is what the link @Linguin shared fixed
an alternative you can do that is more user-friendly maybe:
download the epic games launcher (the official one from their site)
in heroic go to the game settings > Run Exe in Prefix
select the epic installer and complete its installation inside the prefix (don't execute the app after install)
after that, the game should work (installing the launcher in the prefix does the regedit thing along with other things), you don't need to actually start the epic games launcher app or anything, just install it inside the game prefix using heroic's option
created this PR early when wine-ge 8.x (or proton 8) eventually releases it's released Use the following Checklist if you have changed something on the Backend or Frontend: