In the end I got it to work by checking the “force the use of a specific Steam Play compatibility tool” box where I could select “Steam Linux Runtime”.
After unchecking it again it’s still working. No Windows files redownloaded.
Steam oddities aside, everything seems to be working fine for me on Debian 10 (Buster). There’s sound, windowed and fullscreen work perfectly. The only “issue” I see is that the window doesn’t have an icon.
