I've passed this on but as it's an app info problem and not a Linux client issue it won't be tracked directly here.
@Etromora for what it's worth, game developers do this so that they can launch a private beta branch of the game.
Sometimes, it's not even a private beta. Indie Game's beta branch was open, but it took a while for people to figure out what was necessary.
It's not a bug.
Aspyr know about this and have said they will get a person onto it. The game is in internal beta and is expected soon.
Nothing extracted yet.
On my account (etromora) Borderlands 2 shows up under "STEAMOS + LINUX" and is installable, but no files are being downloaded and upon trying to start it fails with the error:
Attempting to use a Windows only path root on non-Windows platform for game 49520Borderlands 2 is not (yet) supportet under Linux so it shouldn't show up in the Linux section.