Thanks for your reply
Yes, you are right, searching a bit more, I tried a few other Proton versions which enabled to progress as I got another error message (about Direct X11)
Finally, I got it worked on Ubuntu (using AI's help...) :!

Steps are as follows: on Steam, right click on the game, then Properties/General, add the following Launch Option:
PROTON_USE_WINED3D=1 %command%I also put back the Compatibility to default (ie. not forcing the use of any specific Steam Play compatibility tool)
It now works very well on Ubuntu/Steam, it s quite amazing
Thanks again Manutoo