

Not in general. Typically, games with kernel level drm or anticheat just didn’t work at all.
Borderlands 2 specifically has a native Linux version though, and it may or may not abuse this fact. It isn’t run in a sandbox-like environment like Windows games that run through proton, but according to protondb it does run through proton? In any case yes, it’s probably better than running it on Windows.
No of course not, but if it’s run under proton/wine it doesn’t even have access to any normal files. When it’s run natively it does (documents and all that). I’m not saying it’s doing anything with this, or even that it would make sense.