You need to be on Windows with Secure Boot enabled. No, alas, enabling Secure Boot on Linux won't let you play it either. As a note Steam Deck does not come with Secure Boot enabled at all. This is not a bug.
This is likely related to their anti-cheat, and is an intentional decision on their side to not allow these games to launch on Linux-based Platforms. Unfortunate, yes, but not a bug.