Proton in Steam is absolutely easier. Lutris just automates work that some other user did, and if you’re doing it in something like Heroic launcher instead, you have to figure that out yourself. It often involves things like installing other Microsoft components that are bundled with the application on Steam, and in one case, even though the game was verified on Steam, there was no Lutris script, and I just couldn’t get it working on the GOG version.