Some people are surprised by the apparent lack of sound, as we can see on the Steam forum, but the game simply has no music and has only a few sound effects. Previous reports here claim that the sound doesn't work with Proton, but, as of the current stable version, the few sound effects that do exist in the game (e.g. the "hit" sound) are working for me.

As for the missing text on the right-click menu, this is also not a Proton issue. It's just a bug in the game, which was mentioned on the Steam forum even before Proton was released.