I would consider cutscene videos not playing to be more than just a small issue for story driven games.

Idk in my experience it was more like the publisher intro video at the beginning of the game. Most games these days use in-engine cutscenes.

My only issue is that multiplayer still won’t work e.g. for games that use EasyAnticheat or other software that doesn’t have native support for Linux or you’ll get banned or kicked the latter of which happened to me in a few titles over the past 2-3 years.

Basically unless they have a native version or a developer which officially endorses proton MP is often out of the question because it either won’t work/ban risk or the game doesn’t have client anti cheat detection which means in many cases it would be ripe with cheaters.

Yeah I don't really play multiplayer games so YMMV.