Nope, same issue as ParticalMan but I'm using the pre-installed version of Steam that comes with the Steam Deck. The C++ framework never installs, nor does the Unreal4 prerequisites. This is true for every single game that I add to Steam and force Proton this way. Only games that don't require prerequisites actually work with this method for me.
Update: A year ago that was what happened when I tried this exact method. Tried it again just now to see if anything's changed and it inexplicably worked this time. Linux moment I guess?