Let me restart: When I try to change the controls on Linux, I can fill the selection bubble, but I'm in a softlock after that. I can't do anything to leave the options screen, nor can I even make the changes I wanted, so I have to Alt-F4 out of the game, and restart hoping it works (I know, I'm that insane). Hopefully, that solves the misunderstanding.
Now that I tried it again, I can confirm that on my end, I'm softlocked into an option selection, not even Backspace will help either.
Edit 2: I can confirm that the Windows version of this game will work on WINE as intended.