The usual method of skipping the Paradox Launcher we know from Cities: Skylines 1 and other Paradox games - putting "<path to executable> %command%" in the launch options - doesn't work with Proton.

You can use this command instead:

1. Right click Cities: Skylines 2 in your Steam library, and select Properties
2. In the "General" section, at the bottom, under "Launch Options", paste the aforementioned command
3. Hit Play!

When Steam runs a game using Proton, the compatibility layer commands become part of the game's command line. For me, it looks something like this:

We can't just replace the whole command with the path to the game, since that won't invoke Proton properly.

Instead, we take the whole command line text (%command%), and filter it through sed to replace "Launcher/dowser.exe" with "Cities2.exe" in the command line text. Then, we use eval to execute the resulting text as a command.

The command Steam ends up running, on my machine, looks something like this:

If you want to see what your full command looks like, you can change the launch options to:
and then open the file cities2_cmd.txt in your home directory.

Shoutout to this guide about bypassing the 2K launcher for Civ 6 and the ProtonDB community for the idea to use 'eval' and text replacement.