Some anti-virus programs will delete random files. You might need to check your anti-virus and see if it quarantined anything when you extracted the .rar file.
Sorry to hear that it wasn't something simple to fix. I'm not sure what the issue could be in that case...My next best guess would be perhaps it didn't extract properly and a file went missing. I have the best results with winrar or 7zip.
I added this Game as a Non-Steam-Game on to my Steam Deck. It will get an Steam Library Id if you start it trough Steam so you shouldn't get this error.