It’s great that Lutris lets you try proton as a wine version but it s a bit annoying that savegames, configuration and anything else in the documents directory is lost when switching between proton and another wine version.
The problem is that proton uses the username steamuser and stores its files in $GAMEDIR/drive_c/users/steamuser. I doubt you can change Proton but it would be useful, when proton is selected, to symlink $GAMEDIR/drive_c/users/steamuser to $GAMEDIR/drive_c/users/$USER so that when switching to/from proton, you don’t need to copy the savegames and configuration files across.