According to peoples reports (Ubuntu and Arch users), minigames such as Space Harrier, should work. Meanwhile they've never worked on my system.
I'm using Solus GNOME, Nvidia 430.26 drivers (the issue was there with older drivers as well), Proton 4.2-9.
I'm guessing Solus is missing some libs or something.
I'm enclosing Steam output from the moment Steam was started, to the moment I quit the game (I quit the game after the black screen happened when trying to play Space Harrier), but I don't know if it contains anything useful.