Just in case someone looks at this issue searching for a solution to this, I was able to overcome this limitation by enabling a virtual desktop in Proton's winecfg:
env WINEPREFIX="$HOME/.steam/steamapps/compatdata/<gameid>/pfx" $HOME/.steam/steamapps/common/Proton\ 3.7\ Beta/dist/bin/wine winecfg.exe
Update Proton version accordingly.
Many Windows games will automatically minimize themselves when they lose focus.
While this might be acceptable in Windows, in Linux this is not true because virtual desktops are standard.
If I move to a different desktop while playing a game I want it to keep occupying its virtual desktop in fullscreen.
Is this something that could be improved in Proton?
Thanks!