This. Anticheat needs a controlled environment to be effective. Unknown libraries are not controlled and known, making cheats possible.
It is not about Linux or EA/Bungie being evil, it is all about anti-cheat which is a very-very important part of online games these days. There has been a lot of criticism towards both and specifically around Battlefield V and Destiny 2 about anti-cheat not being good enough.
The libraries WINE/Proton use, are these a fixed set? The argument against supporting Linux (or more precisely, support for specific versions of WINE/Proton) in the anti-cheat solutions has merit as it is a lot of work - probably even more work than supporting Windows - for a small and fragmented (in terms of OS and environment) playerbase.