I’m glad you figured it out!
I knew the steam deck has both a custom Linux and Windows, but I wasn’t sure which one you were trying. I figured Windows was easier to set up if the problem was MIDI support. I suppose either Proton isn’t set up to do MIDI passthrough out of the box, or the original RPGMaker engine is expecting to find some files that don’t come with the installation, or something along those lines.
Just for curiosity (in case someone has the same problem in the future), did you run the Windows version of EasyRPG that comes with the game on Proton, or did you download a native Linux build of it?