The Steam version only officially supports Windows so using macOS/Linux via WINE/Proton is entirely your own choice. Beyond that, it seems like they might eventually be doing more with their Steam release but they should really have dropped the entire set of changes at the same time and not slowly integrated them. There's plenty of online games which feature their own accounts but otherwise use the entire Steam stack (CDNs for game files etc) but Square Enix basically use none of it right now. Realistically they should be using all of it though, it's a much better UX that way rather than this current launcher-in-launcher situation.
