SHow did you installed it? on rpm-ostree?
SThen I am unable to help. Myself I have installed Proton VPN - on ostree layer.
SAnd I am no sure can it even be done via Steam cause the VPN should have access "to do stuff" on network level. There should be free tear on Proton so you maybe would be able to test it. It has good instruction on Fedora but on immutable linux like the Bazzite is, it have to be installed on rpm-ostree -layer.
SThe flatpak -version on Bazzite Store, the Bazaar did not work so as said I installed the Proton VPN to rpm-ostree.
Dthe VPN will never work with Linux system since it required system level integration
