Wine-GE is rather old now (last release is almost a year ago) and thus might not work correctly. Please follow these instructions on using GE-Proton with umu instead:
Head to the Wine Manager in Heroic, click the "Proton-GE" tab, and install "Proton-GE-Latest"
Enable umu in "Settings" (Heroic sidebar) -> "Advanced" -> "Use UMU as Proton runtime" Note: For a visual guide, see attached image
Head to the settings for your game(s) (icon on game card in library). In the "Wine Version" dropdown, select "Proton - Proton-GE-latest"