Steam Play - Brawlhalla doesn't launch

Not sure if this is the right place, but this problem never occurred on Manjaro. I installed Brawlhalla from Steam using the Steam Play function. I get this:
When I click play game, I get
Indeed the file does not exist. However, I have it installed:

When I uninstall it, I get an install button. I click it, and it asks me if I want to create a desktop shortcut; I press yes or no and it says it’s done downloading when it couldn’t possibly download that fast… and then I get the same error

“All files successfully validated” (method 2)
It’s not SOPHOS AV again, as this problem started occurring long before I installed it. Should I file a Steam Support ticket?

Yes. Does look very much like a steam specific issue.

It does; except it never occurred on ubuntu mate or manjaro (before).