I've only had this experience with one game that was marked as not supported at ...

I've only had this experience with one game that was marked as not supported at all (Batman: Arkham Asylum). After first setting a different version of Proton for the game as per internet instructions I could not get past the startup menu at all. I tried all the buttons and got quite frustrated that I had to quit the game with the available shortcuts every time.

Then I found out I could just click next on the touch screen :')

I haven't had any issues with games since. Lost of games, even some marked as not playable, ended up working fine.