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Oh, thanks a lot - the Log.txt file part got me on the right track: The game is not installable system-wide, it needs write permissions for the game's installation directory. When I extract the game into my home folder it is working as expected!

Yeah, without Steam it acts as a portable build, and writes the log and settings into its own folder, the behavior which (we hope) makes sense and is expected from a game downloaded as a zip file. We should handle the error better. Thanks for the follow-up!